>>31299104When you're raiding Team Flare's headquarters, you have to fight all of their four Scientist/Admins as part of navigating the dungeon.
One of them gives you that line before you fight her. The last time you fought her, you had one of your dipshit friends with you, but now it's just you (and your Pokémon).
The dialogue doesn't actually affect anything, you just feel like a shithead if you say you're alone and she calls you out for forgetting your bros.
And it's not a false choice either (like they give you later in the same dungeon), she'll recognize that you're acknowledging your Pokémon if you say you're not alone. One of the flashes of good writing in the shitfest that is XY's plot.