His responsibility has always been to the Force, to his friend Ray, to the Queen, and to her.
Protocol does not demand his duty to her any more; but he will give it, regardless, because it's what he knows. It is an island of familiarity in a sea of unknowns. He has to pull himself together, if he's to perform that duty, even if it's suddenly been rendered obsolete.
"Understood." With a few paces and an efficient movement, he opens the door for her.