I'm not sure what that means either. Still, he had a funny face. But I think she made that face because she knows Armin is playing along, and she wanted to scare him into not doing anything bad.
Armin says something like, "We don't have much of a choice, we have to help the Jaegerists bring Eren and Zeke together," before Yelena makes that face. Remember in the last part, when Yelena told the group Zeke's plan while they were in the cell and Armin started crying because he felt bad for Zeke? Well, when Armin said, "We don't have much of a choice," Yelena realized he was just acting, so she made that angry face. She quickly puts on a nice face, though, because she needs their help.
