That was an idea that came to the King subconsciously. He had considered the potential danger in the town, but not the Queen's sickness. He would like to see her personally, and bring her back no matter what.
When the Empress Dowager heard what the King said, she was startled.
Going to visit her personally? That would not work.
The Queen had been sick for too long and she was so pale-looking! For one thing, the King would probably get affected, and for another, he might feel guilty and concerned at the sight of her. If he got concerned, he might feel the old affection returning to him and that was something she would not allow to happen. So she stopped and said, "Not right now."