I'm fine with it. Anika objects to having her independence undermined and because having bodyguards makes her feel like an actual noble. Plus, she does not trust them Them being worried about her response would only be appropriate.

Out of character she is probably more squishy then most of the rest of the party so this isn't the worst idea. I don't think Destro would try to kill her on purpose, but we can let someone with better armour go first.