Malia is confused by Stiles' refusal to leave Lydia. She explains as a coyote she'd leave Lydia for dead or "if hunting had been bad that season, I would eat her." It is a hilarious display of Malia's bluntness and continual struggle with her newfound humanity.
When Malia takes off to fight an animal stalking them, Stiles fears she left them. Malia's explanation is both honest and funny.
"I would never leave without you. Them, I would leave."
Knowing Malia will never abandon Stiles speaks volumes of her feelings for him. Give her time on Lydia and Kira. She'll warm up.