@Ciel : Given the nature of the language, I think this is a case of the TL putting in the wrong pronoun.
They think it's Nina saying it, but it's probably the king.
He probably said:
"I know you're smart enough to not help her escape"
"But can you refuse her request to go together?"
i.e. Even if Nina won't choose to be the one leading Saintess's escape, if during that the Saintess ask Nina to go with her, will she be able to refuse?
Possessive man is possessive of his bunny.