"We are his people," She states simply. Though, she could understand why David would want to convince others. Whatever had happened to people had really gotten to him. Something that Selene was none too happy about. "He's family, Octavia, and you do like him. In the end, he'll see that." Perhaps her telling him that would keep things simple. Keep David from going off to find other people.
The kingdom that he wanted could wait. The elder vampiress would do whatever she needed to keep it that way. That way he didn't make a bigger fool of himself than he already had.
"We'll get him back soon enough, Octavia. No matter what the consequences, we'll get him back," she tells her. It didn't matter if it got Selene in trouble or not. She'd told the Authority that she'd take responsibility for David, and she'd meant it.