Had it been any other place, Simon wouldn't mind to take her with him. However, the place he was going was one of the most dangerous places in the world and it took everything he had just to protect himself.
If he brought Alice with him, he wasn't sure he would be able to protect her. And besides, the difficulty of the trials increases based on the challengers.
The more the challengers are on the trial, the more difficult it is to clear.
Take the Abomination in the Sixth Trial for example. Had it not been for the fourth finger's intervention and the subsequent event, who knew how the events would have transpired?
If he brought Alice with him to the next trial, based on her level the difficulty of the trial would definitely increase to a whole new realm.
SPANK…
"Ouch!!" Alice screamed as Annette spanked her little butt.