"Are you sure, you said you weren't sleeping very well. Maybe you were sleep walking. Though this is a rather long way to walk when sleeping especially since things are rather shaky at the moment."

The hatter is clearly concerned and keeping an eye out to ensure that Alice is alright, and that there's nothing threatening coming in their direction. It was clear that there was something that Alice wasn't saying, which wasn't a very Alice like thing since she would normally speak her mind. Though she was quite stubborn about accepting help also despite that tendency.