I'm betting on either the armor having some sort of sentimental value, maybe it once belonged to her father (or mother), or her trying to emulate someone else (like the lady-knight she was sparring against) because she doesn't like her current fighting style and/or moniker.
Yeah. Her family is known as "the Iron Wall" for producing many famous heavy knights, while she was once known as Godspeed. She's a dex build who is trying to switch to being a str build to live up to her family name, out of pride for it, but heavy armor is a poor match for her build and natural fighting style. Something is driving her to the point where she'd rather fail as a heavy knight than succeed as Godspeed.
A constant theme in this series is that the affection of the girls is as much tied to their own self-esteem and how it causes them to interact with others/a potential love interest as it is their actual feelings. Both Lillie and Anais essentially felt they didn't
deserve to be loved and so killed those feelings in themselves. If the pattern holds, Bertrand is probably rejecting her squires and would-be apprentice, all of whom would be expected to respect and thus have expectations of her, because she knows what she's doing is foolish and doesn't want to drag them down with her.