She's surprised they want to kidnap her, a daughter of an international known mercantile company, noble's daughter, and guest to several higher ups in that country? While without any escort whatsoever? With a very public and known face?
Let's see, what could be the reasons? Money, money, or money, respectively. Alternatively, leverage, leverage or leverage, respectively. Finally, grudge [of fired worker], grudge [against nobility], or grudge/factional warfare [against the ppl she is friends with - or alternatively inter-factional because they hold a grudge over her approaching said higher-ups which had them snubbed in turn], respectively.
The list can probably go on.