What did she mean, what was he doing? Wasn't it painfully obvious? Hadn't they established that he was walking her to the park so that she could find her way home? Maybe it wasn't obvious. Or maybe she was just a touch on the dim side. She was Djinn after all.
"I'm walking you to the park," he said, rather dismissively. It seemed so obvious that he didn't bother drawing any more attention to it than that. He was doing what he was doing and that was that. Sweeney had told her he would get her out of this neighborhood and he meant it.
She did want to get out of this neighborhood, didn't she?
Of course she did. No lady wanted to be left alone near the docks. That was just asking for trouble. Never mind the fact that he was touching her. Sweeney seemed to forget completely that he was linking arms with her.