If Grindelwald had completely ignored Annie, it might indeed have meant he let her go and left her to wander wherever she pleased.
However, upon hearing that Grindelwald had actually comforted her with such warmth, Richard became one hundred percent certain that Annie had once again assumed some new purpose for Grindelwald.
Grindelwald was simply that kind of person: anyone worth his effort to soothe and appease was guaranteed to serve some immense and vital purpose!
Chapter 196