This chick is an idiot though. Like, if you had just left then you'd be okay, but at this point whether you kill him or not you're going to die as long as main boy here doesn't implore to yuki's feeble amount of mercy. Given that description of her, you aren't as skilled or experienced as her, so you having him as insurance seems pretty meaningless except to just piss her off. You die whether he does or not, he dies and you die slowly.