For a moment Rose considered retreating, but on a second thought she decided to stay back and enjoy the show. It all made sense why Jeffery wanted her to spy on Alexander, it was because of these fallen angels. Rose understood her task at the moment; to collect information on celestials which might help Jeffery defeat Raphael.
Aside from the mission, Rose was left in awe by the display of skill and power from the two combatants before her. Never had she expected that Alexander would grow as powerful as he currently was, he was even much more stronger than he was when he faced Jeffery.