That's exactly what a suspicious person would say!

If you need to say you aren't suspicious, you aren't in a good boat.

Now actual question: is Sekibanki shy or paranoid?

She's a youkai disguised as a human living in the human village with two youkai on her doorstep. I think she's displaying an appropriate degree of caution.

I don't think she'd be particularly concerned about being seen with Kogasa... she's well known in the village and considered pretty much harmless by the human children. Unless the adults have been putting up suspicious person posters about Kogasa again... then Sekibanki might have reason to worry.

It seems Waggysaggy unites everyone :O