They have no choice but to make for the buildings. They can't stay where they are without being overwhelmed by sheer numbers, and running in the open snow for long will be a disaster.

Furiosa is glad Harley's grabbed the droid, although later on she might want to laugh at that mental image. She nudges Palmer with her elbow. "Follow 'em, go fast and don't stop to shoot unless someone goes down or until you get to cover."

She'll bring up the rear, and she's not a martyr or a fool, she's not looking to sacrifice herself, but she's done plenty of shooting moving targets while being a moving target, and she's not carrying anyone, so she's the obvious choice for cover fire. As the others rush for the buildings, she follows, but turns and fires every few yards. Enough to slow their pursuers, she hopes.