"Have you ever thought about running away?” Ymir said as her gaze traveled through the snow of the forest where you both were walking. "I mean you and me, away from all this."

This is her way of saying she cares about you. You know that one day Ymir will be gone, a titan can’t survive for many years.—Even so, she wants to enjoy being by your side for the time she has left, she wants to get away from the cadets and all these battles and be with you.