Kayla was a daughter of Apollo, she had all of his best qualities— strength, passion, determination. So, she didn’t expect you to die in battle while she was protecting you- the arrow of another buried deep into your skin, you bled out before anyone could help you.

So, here she is, walking through the Underworld with you behind her. She struck a deal with Hades, saying if she could get through the Underworld without looking at you behind her, you would be brought back.