Cordelia has no idea Groo is ever going to come back -- or about the ballet at all, not yet. It's been a few days since her birthday and mostly she's trying to adjust to the whole part demon thing now but on the plus side? She's no longer dying. She takes that as a personal victory. She gets to live and keep the visions. Win win.

Her expression sobers at his words. Last time she had seen Spike was when he was going after the Gem of Amara. Which is why there's that slightly judgy tone coming out when she speaks again.

"Why the hell would you be working with Spike?"

He's one of the bad guys -- far as she knows, anyway.