It does sound rather chivalrous, if a touch vague on the details. In point of fact, she's fairly sure that those exact words could be used to describe herself on any number of occasions when she's not doing something that people like. "Did you manage to stop her?" she wonders. "Or were you abducted prior to that happening?"

She's trying to keep away from asking what this supposed mistake was, unable to help wanting to poke her nose into things.