@Ceiye If His Majesty's life wasn't at stake you'd think he was attempting the Dilbert Principle to try and snuff out remaining doubts of Pauliana's ability and loyalty.
I also thought she'd go jousting, but then again she did put up a really convincing defense towards several men when they cought her and tried to arrest and execute her in the beginning. I think the emperor knows she is loyal to him simply due to him treating her fairly as a soldier.
Maybe it's just me but the emperor was really interested in Pauliana as a soldier, that she's competent but at the same time, different that she catches his attention. So maybe, subconsciously, he makes a way to get to know her more and see her skills by doing that?? Regardless of her position?? Idk though.. It's still unclear at this point