Obviously Alex wants to succeed. She doesn't have a lot of options at the moment: either keep fighting Evie, go home, or trust that Evie really does want Millicent dead and will at least refrain from trying to kill Alex until after they've accomplished that. She can't go home, and continuing to fight here wastes time that could be spent killing Millicent, so she takes the third option.

"Fine," she growls softly. "But we do it my way." Never mind that Evie already warned against barging in and Alex's way involves doing just that.