To head east? [She does not quite think that he is asking why the Prophet appeared to her. She has no objective answer to that, to begin with, and also she probably could not out and explain to anyone. That it's natural. That she has been chosen before.]

Miss Samantha's voice said that if we head east, we will find the tunnel and find her. We found the tunnel, so now we ought to be looking for the Prophet - herself. I still think it is herself.