"You only wish this had anything to do with you." Which, to be honest, it did. She was out here walking with him because he was currently the only person she could stand to be around. Anna could put up with Crowley. And she wanted to say it was because she didn't give a rats ass about him, but that wasn't entirely true either. There were tons of people she didn't give a rats ass about that she didn't want to be near right now. She could handle being with Crowley right now because he didn't want to hear about her issues or pretend to be sympathetic. But she wasn't going to tell him that.
Instead she gave him the other excuse. And it was technically true. In fact, it was one hundred percent the truth because she wouldn't have even left her room if it wasn't for Gabriel's nagging. "Hate to burst your bubble - actually, I really don't hate to burst your bubble - you only get the pleasure of my presence because Gabriel is irritating." Wasn't that irony. Leave it to Gabriel to be the reason, yet again, for the two of them to come together.