For KyteM, the Milky Way signifying Corday’s confusion is reminiscent of the Space Cat meme. For why she’s so confused, Charlotte Corday was a random woman who hated Robespierre for the atrocities he committed during the French Revolution. So she resolved to kill his right hand man and publicist, only to succeed through sheer luck and coincidence. Her existence as a Heroic Spirt in Fate is pretty much a colossal fluke as her Heroic Legend was getting lucky enough to shank a guy in a bathtub. As such, she has a massive inferiority complex when compared to the genuine heroes, leaders, kings, commanders, monster slayers, innovators, sorcerers, and literal GODS that fight alongside her. So for Gudao to grant her the immense honour of sleeping beside her, rather than any of the other more accomplished and “worthy” Servants, is an enigma to Charlotte on par with an eldritch existence.