Zwei leaves her helmet, and goes to pick her sword up. She then moves to follow the clown, seemingly to miraculously keep up with him. "So your master, is he a worthy one to serve..." Was her main question she had an amazing amount of fortitude to stand traveling anywhere with Kefka of all the chaos warriors to actually follow to a destination. Eventually the two make it out of the desert.  Her current motive was unclear, but she had one it take an utter fool not to realize this.