There was a point there, and she'd done the same in the apartment she'd gotten. "Well, there were other circumstances for them to just accept the horse." But it was a story to take to heart, especially in these circumstances. So she didn't quite relax. Just because there was nothing to see didn't mean there was nothing, and it was a thought that had saved her before.
She did wonder how his whole deal still worked, she knew only vague bits but she had a feeling that those who he had made deals with weren't the type to take 'stuck in a different dimension' as an actual excuse. She frowned as he walked out, but if something was waiting they'd take that opportunity. When nothing kept happening she relaxed, but only a fraction.
At his comment she stepped forward, wary and cautious, and found herself staring at more nothing. It was eerie, really. "Alright. Not that way then." She dropped out of the stance, still frowning. Still, Harry had the odd knack of getting himself out of almost impossible situations. She was sure that held. "Now what?"