It's frustrating, she can feel that Keltham is doing something very bad and punishable that it should be possible to Lawfully argue him out of; but Pilar can't see the argument. Arguing with the Elysians was less frustrating than this.
She does not of course feel any anger at Keltham; it is clear that the fault lies within her for being unable to refute him, and that he is also doing this to teach.
"You've at least got to value two 1/2 chances of getting one apple, the same as, a 1/4 chance of getting no apples plus a 1/2 chance of getting one apple plus a 1/4 chance of getting two apples," Pilar states. "Which means you've got to value one 1/2 chance of getting one apple the same as a 1/4 chance of getting no apples plus a 1/4 chance of getting two apples."