Honestly, after all they've been through, the princess may be ruthless, but it's part of their life that they've grown up living, or she wouldn't have been able to protect her brother, or survive if she was any other way. She's warning him because she knows the risks if he gets too close to the author, but if he really got attached, I think the princess would try to help out.
In the end, it's easier for them to survive when they only have to worry about their own lives, especially when everybody's out to get them, so I can't really blame her.