@writerfromanotherstar She's being careful. She's grateful Zahid saved them, even thanked him in an earlier chapter, but is still wary of him. Of course she would rather be saved than have horrible things happen to them. Him being cruel, like not batting an eye at offering to kill all of those people, is his "true" nature as she knows at least, from the book. That nature would also be terrifying to her siblings. I think it's more of a contingency plan in case things go wrong or Zahid is controlling or tries to eat her. I would be very wary of Zahid too because he seems ruthless and a wild card.
Sorry for the long response, but that's what I think. It is just my opinion and you're entitled to yours as well