As soon as the arm was released, Alexiel pulled it back, closer to Setsuna's body, and stayed watching Kira, coldly. ...there was a chance she would just lose control any second, even if she wasn't leaving entirely. And if only Setsuna had been there instead, he would have been laughing at Kira's forehead right then. The differences between the two were highlighted as Alexiel just looked.

When Kira asked why, Alexiel could only ask, "Why what?" attempt to extract a more specific question, not that she would answer it.

Of course, part of it was to be cruel, and another part was to remind Kira of what was more important. To push him away...not unlike Kira did to his father.