As Genevieve moves away from Lucien, she sees him flying towards the spear angel. She can't help but be sad for her friend; after all, they serve the same master. However, she is not willing to die for Agapius after he showed them that he is a rotten person.
Also, she doesn't want to fight Lucien as he hasn't done her any harm. Who started that battle was Agapius, and Alexa always taught her servants not to start a battle without good reason.
Most angels love the Gods and would not think twice about attacking demons and their allies. But Alexa does not think so. In fact, she teaches her people to be brutal to their enemies but not to attack someone because of the war of others. Also, Genevieve is part of the angels who are not happy being servants of the Gods.