She scowls, though it's more for effect than anything else. He may be a thief, but he's also a tiny, scrawny kid (to her) and she doesn't want to hurt him that badly. That doesn't mean she isn't willing to scare him a little, though.

"If that's the way of it, I'll call for the guard. Keep your sticky fingers, for all the good it'll do you." She's not going to give him much time to stop her on that; that voice and distinct accent of hers tend to carry, and visually, she stands out enough as it is. Finding her -and him, unless he squirms away- won't be an issue.