Rose is certainly surprised by Alphys' sudden presence, but she doesn't have time to dwell on the why's or even embarrassment. There's far more important priorities.

"Are you alright? You're not hurt, are you?"

The Gem is far too busy to pettily fret over the little things; she's too preoccupied with hurrying over to Alphys and kneeling down, extending a hand to her reptilian friend so she can help her up. Now that that priority number one is in the works, time to initiate priority number two: reassuring.

"And please don't worry about apologizing; you didn't interrupt anything. Besides, I'm always happy to see a friendly, familiar face."