Whatever she might have said to the question as it stood is derailed, somewhat, by her open bewilderment at where it goes—

“What?”

Gwenaëlle doesn't look offended, or particularly unwilling to engage; it isn't bristling so much as a habitual pedant's confusion. Philosophically, she might have contemplated what specifically she wants out of being alive, but the framing narrows her down to dead, alive, or...? in a way that she can't help but take literally.

“I think those are the options,” is a little dubious.