This is what the Forsaken have always been about and this is how they have always behaved. They're zealous in their loyalty to Sylvanas, primarily because they know they are not welcome anywhere else. Undercity is the only place that will have them for what they are and after everything they've done, there is no turning back nor can they expect to be pardoned by those they've wronged in Sylvanas' name over all these years.
Being a Forsaken character means they're damned untill they're done undone. Many of them express relief when being killed near Greywatch in Stormheim. The rest are overly zealous, throwing the dark lady tantrum around, even though they literally owe her nothing as she is an undead high elf that came from up North and was left there by Arthas.
Anyhow, it is just another drop in the sea of malicious things her character went through with. Nothing surprising, really.