Usually when she does this walk, the Emperor's not with her. But usually, the Emperor hasn't just been attacked in his private quarters by cultists. So everyone's a little more stressed than usual. Captain Renault has point, while she and Glenroy flank Uriel Septim to the left and right. Baurus brings up the rear.
She wishes she could use her ears more, but the Blades are the Blades, and the helmet stays on. She keeps her head on a watchful swivel, one hand on her sword hilt.
Into the prison, their distinctive armor getting them past the regular guards without a whisper. (Though the blistering pace the captain is setting no doubt also helps.) Down the stairs, then the first cell on the left-