"Why, thank you for the invitation, I appreciate," she replies in a good mood before hearing the reminder from Jean about not wandering off to the west wing, "Okay then, I'll try not to carelessly wander off to the west wing and touch your personal property in there."

Anya is pretty sure that she doesn't want to get on Jean's bad side by just touching whatever it is at the west wing, so being respectful to the house and wishes of one's host is the way to go. She isn't sure if breaking into the now-closed and empty Catherine Palace to find help in Vlad and Dmitri counts, but it was one of the many palaces her family once lived in, so it's hard to tell at the moment.