Beatrice blinked at his warning and raised an eyebrow. She was curious as to how he knew about the monsters, and why the monsters would be close to the throne room in the first place. When he told her that he would lead her to a safer place, she answered "Oh! Al-Alright. Thank you. Please lead the way," 
She could hear Hyde hiss in her ear, warning Beatrice not to trust Alucard so lightly. Beatrice tried to ignore Hyde, knowing that if this man in front of her wanted to kill her, he probably would've done the deed by now. Besides, in this situation, she knew that she would need whatever help she can get.