He'll watch from a distance, not feeling very nervous - he has carefully not transgressed the bounds of courtesy to Her Infernal Majestrix whatever the girl's true nature, even if she's some manner of bait or trap, has offered no treason and no heresy. The nameless pet is evidently a natural beauty and somebody like that is not likely to be a Chelish power in her own right, lightning doesn't strike twice.
He cannot, of course, overhear the Queen's conversation, but the condescending pat that the Queen gives to the pretty girl's head is plain enough.