Fenna had compassion for the sister who obviously felt bad about what happened, but it also didn't seem like she could help them any further. Once sister Juliet confirmed they had indeed come from Lucinda and on behalf of a ghost, she went inside, leaving Fenna and Lilliana outside.
Was the sister going to get someone that could help them or were they supposed to follow her? The sister hadn't asked them to wait there. 
"I suppose we'll follow her," Fenna said. She was curious as to how it would look on the inside and she saw two people who looked to be commoners exit the place, so she assumed it was open to the public. And they had just announced their business here.

Similar to religious buildings back home, the inside of the church was built to impress the people, with high ceilings and impressive architecture. Fenna recognised some of the building styles that had been used at the academy as well. 
There wasn't much time to gaze at what was around them, as another sister approached them and told them she had heard from sister Juliet something about Lucinda and ghosts and that she knew Lucinda, but that she could use more information about the ghosts.

The sister looked old and wise enough to know about the things Lilliana needed to know, and kind enough to show them what needed to be shown. For the most part, Fenna took the time to appreciate the inside of the building while Lilliana did what she came here to do.

Outside Sil had watched them go inside and waited for their return. If it was possible to know the thoughts of a falcon, it was possible she'd muse about the inability of humans to deal with gravity, or their strange desire to be surrounded by wood or stone on all sides when they could be outside with limitless space and food.