The wonderful thing about fighting zombies? Lack of emotions. Since they are more or less without emotional range and all they can feel is somewhere between Ow and Omnom, it doesn't give Alida the means to go into some sort of hypersensitive state and since Marc is there she isn't as worried about it either.
Hurrah.
She does pause, however, when Grave knocks the head off and the head keeps...attempting to go. So does the body. This is problematic. And apparently that is a perfect opportunity for Alida to start checking her pockets. All 10 of them.
And then she shoots the head and both it and the body stop moving. Good. "I remembered it tonight," is about all the explanation she's going to give. Oh, and "Don't bother with the torso they aren't stopping that way."