People presume a bit much. I will note this much, because I will feel bad if people get excited over something that is not going to happen yet. You people won't fight Zombies quite yet. Leaving them around would be an…. insane tactical error for Queen.
That being said, Sophia has no idea what she is dealing with. Right now, as far as she concerned, a weird cape kidnapped her, then essentially offered her a deal for something she wants (Not that she actually believes it, but from her perspective, there is nothing to lose here), actually let her go without threat, which is … concerning in implication, and was fairly nice all things considered.
Should she report it to the PRT Asap ? Probably, but Sophia is still more interested in her own answers. She was aware that Queen would go for the Merchants, but she didn't realise what she was actually planning to do.