Anna didn't acknowledge the fact that Niko was following her, she also didn't hear him barking about something. Anna's mind was in chaos at the moment.
She kept on telling herself that George couldn't die. Anna wanted to believe that George was alive. Anna, being in this state, made her reminisce about the moments she had shared with George.
Anna didn't believe that she could be friends with George even though she was still a tough person to tolerate. Sometimes, George would look at her with a smile that expressed how amazed he was.
When Anna asked what he was thinking about because his expression gave a strange vibe;
"You've changed a lot," George would say. "Sometimes, I find it hard to believe that I'm talking to Anna," he had said, not once but multiple times.