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At night, plainly dressed and perhaps wearing a hood, she would look like any serving girl. The guards would open the gates for him without looking twice at her. If they left before midnight, no one would notice her gone until dawn; they'd have a good six hours lead on their pursuers. If they stayed off the kingsroad and traveled along the paths used by the smallfolk, they would probably make it safely to Riverrun.
And what then?
He remembered Robb Stark from Winterfell, a boy fighting with a wooden sword. They called him the Young Wolf now. The Starks were an honorable sort; no doubt he would be thanked and rewarded for his service. And then they would send him on his way. They'd want nothing to do with the likes of him. He couldn't be angry at the thought, not when he recalled the look on Ned Stark's face when he dropped the butcher boy's body at his feet and laughed.
Even if he had been of good character, there was still the matter of his birth and his blood. The Northmen didn't care about knightly vows and having sers in front of their names, and he could count on one hand the number of men who could hope to best him in combat. That might be enough for the Young Wolf to accept him as a sworn sword. But nothing more. His grandfather had kept the hounds at Casterly Rock while the Starks had been kings for eight thousand years. They would never give her to him.
At least here he could see her every day and talk to her and even touch her a little. Joffrey trusted him more than any other man. If he made a few pointed jests and got the boy to see the other members of the Kingsguard as men, made him realize how men thought of pretty girls like her...Perhaps the king would entrust his betrothed only to his dog. It would be almost like having her for himself.
He didn't doubt that she dreamt of being rescued by a true knight. But he was no knight, true or otherwise. He wasn't going to let the little bird out of her cage and watch her fly away. I'll have that song she promised.