After listening to Kristina, Morgana smiled as she already confirmed that Kristina is on their side, although she already guesses it, she still wanted to be sure.
Even before Kristina told them that Macario's men followed her, Morgana, Arriane, and Armando are already aware of it.
Nevertheless, they didn't mention it because they want to see if Kristina will hide it from them. So, when Kristina informed them about those people, Morgana is certain that Kristina didn't betray her family.
Kristina is just afraid, knowing that her family and her life is in danger because Macario will never spare their lives. He will surely kill them after he gets what he wanted.
Morgana and Arriane look outside and saw the men outside hiding behind a tree watching the people inside the house.
Obviously, Macario instructed them to watch the people in this house to make sure that Kristina and her family will not be able to escape.