"No, no -- " Lysithea recovers from her floundering enough to recognize the appropriate etiquette here. "I do insist. It's not far, and you've indulged my idiocy for some significant time now."

Besides, it means more opportunities to pet Balthus.

"Come - it's back behind me. This way."

She will refrain from pulling on his arm or anything along those lines, assuming that he doesn't actually need physical help.