Caitlyn does not, in fact, listen. She has no particular reason to believe that Wrathion is less vulnerable to bullets than she is, after all. And she's not about to let anyone else get shot - especially not when she feels, if not guilt for creating this reflection, then a responsibility to deal with it herself.

So when he rolls them over, she pushes out from under him, still trying to keep between him and the reflection as best she can.

"We need to get to cover." As though that isn't obvious. As though he won't have thought of that himself. Unfortunately, the only cover she can see with a quick scan may be in the pool, which is far from ideal. But when the other choice is remaining in the open...

Taking advantage of the reflection momentarily put off balance by the gout of flame, Caitlyn starts to pull Wrathion after her into the pool. "Hurry!"