The question makes her hesitate, and she tilts her head a little as she considers him, composing her answer with care before daring to voice it. She squares her shoulders, raising her chin.

"Maybe I'd rather throw you out the window instead of having someone else throw you anywhere. This will be my kingdom, and I won't have it be said that I can't protect it with my own hand." Basically she's saying she's Robb Stark and she will try to cut your head off herself and fail.