Niceties don't exist in these situations. Desperation and fear were great equalizers. She might be a queen, but with so little knowledge on how to survive, how to protect herself, Mat really is a North star. It doesn't matter if he's familiar, it's reassuring in this moment.

It's a look into his life that she didn't expect or imagine, though what really did she know about a life beyond King's Landing. "I am sorry." What else could she really say, but it is genuine. "I believe you can. I am entirely in your hands." She is more than happy to put her full trust in him.