Btw i think the didnt leave the dungeon in fear of the vicious dogs, but because realizing there's also one human dog down there - neither willed nor worthy of being saved. Dog's called reek.
So they did not really run away from the dogs (bcus obviously with a big sword and awareness u can fight dogs off easily). But understanding that their ironborn prince, now is merely human, takes away their motivation to fight.
"My Brother is dead." Makes that quite obvious. She doesn't seem to be sad. But really pissed off that he's given up. That the ironborn prince is now weak, which doesnt fit in the ironborn way of life at all.