Say, Alice...

Just who is this "Friend" the bird is talking about?

Alice?

Ah, yeah, it's...

It's me.

I was keeping it a secret from you, but the truth is...

I was keeping contact with one of Arsenius' gang people, in order to investigate them undercover.

The dogs seemed to have thought I was one of her friends...

I reckon that's why they left this message.