"He's not treating us in any way. He's treating you like that because you're wearing my face." Alex doesn't let Belial scare her, not like that. She knows that Richard isn't doing this to her. If he wanted to do something that was going to hurt her, he had plenty of chances to do that before they'd walked into this trap of the demon's.

"What is it that you want? Why are you here? Why were you wearing Warren's face?" Coralee's face, and Alex's own makes sense honestly, because they're faces that Richard would have a problem with. It's not that Alex isn't unaffected by this--she definitely is--but Alex knows that the demon is trying to fuck with her, and she is equally determined not to let that show.