Steph hears the sobbing too, but she's coming from the other direction, and she's up on the rooftop, which gives her a good view of the scene below as it unfolds. A quiet, terrified part of her had wondered if it was Dementor's lurking around, if they were causing the woman to cry like that, and she's almost relieved that it turns out to be some creepy zombie woman who's trying to eat the poor man who just approached.

That might be a bit terrible of Steph, but the strange relief doesn't stop her from acting. As soon as the woman screams, Steph has her grapple gun out, and she fires it across the building she's on to one that's just in front of Sam, hitting the exact right spot so she won't go smash against a wall when she jumps down. Which is exactly what she does; before the woman can get close to Sam, Steph comes swooping down, her cape fluttering behind her and her free arm wrapping tight around Sam's waist.

"Don't panic!" She says firmly, voice full of authority as the momentum from the swing takes them out of the alley and a fair distance away from the woman -- there wasn't the right opportunity to take them back up to a roof. The landing is fairly undignified, but Steph moves so she takes the brunt of it, her uniform helping absorb the impact. They've got maybe two minutes before the woman catches up to them.