"Borg, it would seem petty of me to turn you down since you've already proposed cooperating. However, you must prove that you really do have that treasure map and the information that you claim to be better than what we have. If you can prove it, we'll discuss the cooperation."
Cheyenne was worried that the young Master Felic would be won over by the Dark Blade. They were in the Dark Blade's territory to begin with. If even Master Felic and the Dark Blade become allies, the Malfa Family would really be at a huge loss.