Doubtlessly she realizes that the villain will be after her and that she is no match for him. Proof that heroism and muscle don't march lockstep. The single most dramatic moment in any game was the result of this. The climax of Cloud's story is when he comes to grips with Sepheroth and carves him into kibble. I think, Cloud was more heroic for facing his problems and getting his wires tightened up.
Characters are all very good.
If the game had had graphical splendor to match its storyline it would have been a smash hit. The female lead, Cecelia, was plagued by doubts but not rendered helpless by them. Moreover, she was the lynchpin of the party. Character development occupied a noticeable chunk of the story. Wild Arms 2 shows signs of being just as good.