He's careful about picking her up, choosing a spot under her arms to lift her up against his chest, and he'll glance around at the obvious route through the battle field and then the more easier one for someone like him.

He steps up into the air, like a stair case going nowhere, and takes the sky route like he's just walking through it, "I'm not afraid, Miss Alphys. I've seen a war like this many times before. Even so, the Carnival always seems to pull through which each of their members 'intact'." It's a remarkable thing really.