These knights seem to be good people but there's no telling what kind of people the king and whoever else at the top are.
I hope she asks them in great detail about the orders they've received and what would happen once they found the person they're looking for.
But then again, this series doesn't seem to be as dark as the real world can be so just straight up blurting out "it's-a me, the chosen one!" can't end badly for her.