"I've not heard from Caterina, though it seems the children are locked all together in the ballroom with some adults."

She would have liked to hear from them both personally - especially Nanako, as Caterina was quite capable of taking care of herself - but this didn't have a malevolent feel to it as some of the castle's 'fun' did.

"I'm grateful the castle chose not to separate us."

With the obvious theme of why they were locked in (honestly, the heart shaped bed is hardly subtle, castle) it would have been awkward had they not been with one another.