Alex's grip on the gun tightens and then loosens as she glares at him, waiting for him to make a move. She expects an attack, so the question comes as a surprise.

"She decided it was open season on wolves." There's no point in lying. At worst, he'll try to kill her because of her answer, and she expects him to do that anyway. Besides, she's perfectly happy for the vampires to know why their leader is dead. She wants them to know that killing wolves has consequences.