Dorothy said nothing. Oz had not kept the promise he made her, but he had done his best. So she forgave him. As he said, he was a good man, even if he was a bad Wizard.
If you only have brains on your head you would be as good a man as any of them, and a better man than some of them. Brains are the only things worth having in this world, no matter whether one is a crow or a man.
For I consider brains far superior to money in every way. You may have noticed that if one has money without brains, he cannot use it to his advantage; but if one has brains without money, they will enable him to live comfortably to the end of his days.
She is protected by the Power of Good, and that is greater than the Power of Evil. All we can do is carry her to the castle of the Wicked Witch and leave her there.
Toto did not really care whether he was in Kansas or the Land of Oz so long as Dorothy was with him; but he knew the little girl was unhappy, and that made him unhappy too.