I've opined on this subject before; I'll reiterate here. I think that Connie exhibited a characteristic that is sometimes typical of hostages - they begin to identify with and even defend their captors. I don't necessarily understand the psychology of it, but I think that it has something to do with the hostage's inability to fully absorb the vulnerable position they are in. So they mitigate it by looking upon their captors almost like friends.

In Connie's case, she was unable to absob the enormity of her brother's fratricidal act, so she accomodated it by moving even closer to him.