Do you people realize that this is the first time Malia has actually denied helping Scott?? I mean before we’ve seen her have a sort of connection or bond with him where she wouldn’t let him face danger alone she would always be there for her alpha. Infact she even went to help him unannounced and uninvited when he went against ‘the satan in the V neck’. 

But at the same time she knows that if she doesn’t go after the desert wolf the desert wolf comes here and that would mean putting her pack, her friends at even more risk. Yet you can see how not helping her alpha actually broke her heart.