The blonde woman was trying to understand the situation she was in. The words they had exchanged could still be counted on her ten fingers. She wasn't this close to the boy and chose to stay on her guard. It wasn't a first being approached rudely, but this way was new to her.
However since it allowed Chloe to have a talk with Oswald, a part of her was glad to belong to a group, it was a first for a woman under Henri's orders. Now, she was worrying about an after-effect from the ruckus brought by Oswald. There was no rule regarding the gangs and their members, but the women were known for their reluctance to talk with any men.
The great general Turenne forbid his men from having relationships with his sex slaves, this never implied they couldn't enter a gang, only that men were scared to approach them because of the consequences.