Glory would be happy to spell out to them that you should make sure to be the one to surprise people rather than going around covered in muscles and man-hair. That was just...dull. She didn't like surprises, though. Surprises got in the way of her goals. She wasn't human, though. She'd attack a person for thinking that she might be anything resembling such.
She watched as both of them tensed, Gunn raising his shotgun at her. Really, this is what she had come to? Dealing with people raising guns at her like guns mattered? How droll.
"Kind of the whole point of the ritual: going home. HOW many times do I have to TELL you people that?" Glory snapped at him. "I know humans are stupid, but really? Should I get a t-shirt printed up saying that I need the Key to go HOME?" Stupidity tended to annoy her, and it was never good to annoy a Hellgod.
She could feel her minions coming closer, but this was something she was sure that she could take care of herself. She just rolled her eyes at the vampire telling her to forget her obsession. "You don't get it, do you? The Key is mine. It doesn't belong in that form. It belongs to ME in its natural energy. That's how the universe balances and all that crap. Do you really think that little human body can handle all that energy forever? She's going to rupture and bust someday. You're just delaying the inevitable."
She had no idea if that was true (although it could be), but why not plant the idea in their head? Might make them hand it over.