I feel like Captain Marvel is just a sore subject for Monica because her mom died and she wasn't there to help but maybe there's some other tension we don't know about, I dunno why a Skrull would have that reaction in particular though, if anything they'd be less likely to? They stay really in-character but don't always know deeper secrets so they'd probably assume Monica was fine talking about Captain Marvel
I feel it would be because the Skrull would know Monica and Carol have a connection, so if grilled on her, Skronica might not be able to give proper details.