She didn't want to be there for much longer, but there was still her obligation to follow Stan, as well as her duty to show up and be interrogated later on. 

"Alright don't turn into a cry baby now just because that young miss over there is pissed, rightfully so, at the enemy. Let her steel resolve show you that you need to be a woman about things and show'em what you're made of. And don't forget you're not going to get in trouble if you feel bad about it too it's not like I can revoke your man card." Stan said as he continued to walk along towards a car, "We're going to the Lucifer if you need to wrap things up here now's the time. We got some big cheeses to talk to."

Milya just waved goodbye to Satsuki, and entered the vehicle. She was getting a bit annoyed at the man now. Of all the choices of words....

In any case, she entered the vehicle, going down to the Lucifer to meet whoever it was that was supposed to be questioning her and the others. Maybe there was a name mentioned when they told her she was supposed to meet him or her, but she wasn't exactly in the mood to really listen.