There's a reality where he doesn't make it back to his family. It's possible it's this one. If she takes him back to the feast, she might be stuck with him. And she's not sure she's the best option for a child; death follows in her shadow, and the valkyries have told her that nothing in her life is meant for her. She is the Dead. She could not be the mother this boy would need.
And yet, her code of honor maintains that he cannot be left here.
"We don't know why people come here," she starts, taking a step closer. "It ain't right that you were taken, but we can't do anything about it now. You're in Northfall, at the funeral of the greatest King to ever live." And she is the daughter that failed him. She is the daughter that could not convince her mother to feel mercy.
She is the reason he is dead. Perhaps she would see him again in the honored halls of Valhalla-- perhaps he would not even speak her name.
She gazes down at the child. His tiny frame, his wiry coat. He isn't built for the snow. This isn't good. "You can come with me, if you want. Might freeze to death out here."