"W-where... where are they???" Claire asks Lucien about their sisters.
She misses them so much that she doesn't even stop to think about how he knows they're near when even Greed can't feel any sign of their presence.
He extends his hand to her. "They're tens of miles east, want a ride?"
She really wants to be reunited with her sisters, so instead of swimming up to them without knowing where they are exactly, it seems like a pretty bad plan compared to being carried by Lucien.
'I won't carry you!' She thinks about asking Greedy to carry her, but the Sin is still upset, and even though she doesn't have reasons to hide her presence anymore, she doesn't want to materialize her body yet.
Claire is very embarrassed due to the strange interactions she had with Lucien just ago. But the desire to see her sisters is very strong, and she accepts her brother's help.