"Are you sure you want to leave Wereal, My Lady?" Ela was speechless, even just to respond to this shocking news. She knew that Lyra wanted to leave Wereal, but she didn't know that her condition was this serious.
Lyra had been contemplating a lot lately, closed herself, and seemed to have a lot of bad thoughts in her mind. Many people who have seen it, can already believe it. But they still think that this is just her sadness because Tania, her best friend, died. Especially in a very tragic way and in a pregnant condition.
She thought that Lyra was just being annoyed and frustrated, and purposely got into trouble with Duke Kleo so she could be relieved. Then he could convince her to stay. But what happened was unexpected.