What, and he should? This can't be his execution. Even if she didn't find the idea objectionable - it's hard to imagine the Balladeer having committed any offense worthy of death - it doesn't make sense. The King or the President or whoever is in charge here wouldn't allow a prisoner to just stand calmly on the scaffold by himself, and trust he wouldn't leg it at the first opportunity. He wouldn't be allowed his instrument, either.

Is he just… looking for something to sing about? Composing some gruesome ballad about a hanging? Ugh. It doesn't bear thinking about.

But he's leaving with her, that's the important thing. She heads down the staircase as quickly as she dares. Once her feet are back on solid ground, she looks back up at him to make sure he's still following her. He's looking a bit bemused, and she shifts uneasily. "Are you all right?" This would be a terrible time for him to faint or something.