User blog comment:Water Dragon Slayer/DREAM BATTLE CHRONICLES: FIRST MATCH!/@comment-16344653-20130716132157/@comment-7418318-20130716153139

When Loke told Lucy to back off and let him do the fighting, she told him "Spirits are not shields" and that it's her style to fight side-by-side with her spirits.

Hiding inside Horologium would be using a spirit as a shield and letting the spirits fight while she sits back would go against her style.