Yeah in the city one of the doors leads to a place that has one of those spa/rest area's that recovers your soul meter. You find her in there and can talk to her again
At least I think its in there... edit - yep!
Where Millibelle ran off to is the Pleasure House located in the City of Tears, which requires a Simple Key to unlock. In the room above the ghost of Songstress Marissa is the City of Tears hot spring, where Millibelle is residing. At first, she attempts to tell the Knight that she spent all of their Geo, but hitting her with the Nail causes her to drop all of the Knight's deposited Geo by the hundreds. She also drops an additional number of Geo based on roughly half the amount of the Knight's deposited Geo, up to 2,250.