It isn't a question on Guri's part, and Alice knows it to be the objective truth on her part too. She's never dealt with these sorts of things well, and despite the training she earnestly tried to get into, back in that other place they visited, she's just so weak to these sorts of things. There's only so much you can do to protect your mind from illusions when said mind is so fragile to begin with.

It looks like the tears are finally fully starting to form in her eyes as she looks over at Guri.

"I can't believe I just let them hurt you."

Because that hurt. Regardless that this place made their bond seem like it was something different from what it really is, it still hurts. Guri said she was special to her - and here Alice is letting her down when the other needed her the most. Having been unable to be there.