Despite being with Elena, Elphie couldn't help but have the nagging feeling a guard would come through the door at any moment to drag her back into the torture room. Or a whole battalion of Gale Force would burst in and arrest them all. No, that wouldn't be good. Fiyero would then probably swing in and try to save her only to lose his life in the process. To say she was now paranoid that she was putting everyone she cared about in jeopardy of being killed just for protecting her was an understatement.
When Elena finished tending to the wounds, Elphie wrapped her arms around her middle mostly due to the fact she was paranoid. She didn't want to be strung out on that table again. She didn't want to be hurt. She didn't want Madam Morrible to win at the game she was playing. Elphie wasn't that strong anymore. Being in Kansas, she'd let down her guard, little by little, when she didn't have to worry about people hunting her down. She'd grown out of having to protect herself from the Gale Force. That was why she'd been captured in that other world. Once the Gale Force had been alerted by her mother and sister, Elphie wasn't able to hide her trail well enough and she was caught. It was uncharacteristic of her, but the Gale Force in that world also seemed more ruthless than she'd known them in hers.
Elphie almost stopped Elena from leaving. She really didn't want to be alone right now. If she was alone, they could get her again. She couldn't let that happen. She'd do anything to ensure she wasn't caught again. The last thing she needed was for Galinda, Elena, Fiyero and Damon and whoever else going up against the Gale Force for her. She knew what happened when people stood up to the Gale Force in her name, and she'd be damned if she let any of them get themselves killed for her. She'd die first. When Elena stepped back into the room, she breathed in relief.
"Thank you." She putt the t-shirt and pajama pants on, grateful for the clothing. She looked at Elena for a few moments before she spoke. "I don't want you to take this the wrong way or think it's weird, but I'd rather not be in a room by myself right now." There was a slight waver to her voice as she spoke, evidence that she was shaken to the core. Considering she was still in a state of shock and light-headed from blood loss and who knew what else, Elphie wasn't exactly realizing just how deeply she'd been affected by the torture. But once she was of clearer mind, she'd realize that it would take her a while to get over this. It had been a traumatic experience, but she'd survived it. Now she just had to pick up the pieces and put them back together and hope she'd been changed for the better.