This quote has appeared in a few different places, often attributed to Sara Alfieri, as a quote given to a reporter. That is not the case, it appears.
This quote tracks back to a March 2, 2004 article that appeared in the Boston Globe. Here is the passage:
The more details are revealed, the more baffling the case becomes, police acknowledge. Yesterday, [Lt. Robert] Thrasher said that Maura had fastidiously packed all her belongings into boxes before she left school, even removing the art from her dorm room walls. Meanwhile, one UMass friend has seemingly withheld information from police, saying she didn't want to get Maura "in trouble."
This changes a couple things:
1. The friend may not be Sara Alfieri. In fact, it's much more likely that it was Kate Markopoulos.
2. A month after the disappearance, this friend was acting as if Maura was still alive, somewhere. Her friend is missing. As far as anyone knows she was abducted. But this friend is more worried about getting her in trouble than helping the police. That is not normal behavior.
While Sara Alfieri may not be the friend referenced by Thrasher, she, too apparently has more information about Maura Murray that could be helpful in the investigation. She is terrified of reporters and family spokesperson Helena Dwyer-Murray has said she would only tell the "real story" to Fred Murray.