Ally didn't believe Niijima's made up story, but she wasn't going to convince Kiro.  Niijima was such a good actor that there was part of her that believed him, but living at the dojo taught her not to believe people like this.  Besides even if she told Kiro she didn't believe Niijima's story he would be too stubborn to believe her since innocent people could be in danger.

"Alright, two things, one, I'm not his girlfriend and two, I'm still keeping your jacket," she said, straightening the jacket and then she followed them.  [i]If anything goes wrong I have Kiro's back,[/i] She thought, thinking of Niijima's slip of the tongue.