She gave the prisoners their last rites before being rudely interrupted by a Stormcloak soldier. She responded with a curt "As you wish" before going to stand by a pillar to watch the executions. However, before the Dragonborn could be executed by the Imperial Headsman, a dragon flew over the mountains and landed on the tower.
In the resulting chaos, Helgen was destroyed and many Imperial soldiers and townspeople were killed. The fate of this priestess, however, remains unknown.
Hadvar: "What was that?"
Tullius: "It's nothing. Carry on."
Captain: "Yes, General Tullius. Give them their last rites."
Priestess of Arkay: "As we commend your souls to Aetherius, blessings of the Eight Divines upon you, for you are the salt and earth of Nirn, our beloved..."
Stormcloak Soldier: "For the love of Talos, shut up and let's get this over with."
Priestess of Arkay: "As you wish."
Stormcloak Soldier: "Come on, I haven't got all morning. My ancestors are smiling at me, Imperials. Can you say the same?" [Executed]
Stormcloak: "You Imperial bastards!"
Ingrid: "Death to the Stormcloaks!"
Ralof: "As fearless in death as he was in life."
Captain: "Next, the [player race] in the rags!"