She sighs and rolls her eyes, because of course, and follows him into the alley. She leaves the gun leveled in front of her, because who knows what other kind of threats are lurking in this alley, and she wants to leave him covered if she catches him. Which she's not giving up on yet; the alley isn't that different from some alleys she's been down in Los Angeles. But there's only one of her here, and it's an alley she doesn't know at all, which does slow her down a bit in her pursuit.