She feels abandoned. Left for dead. Did any of them even try to find her after she left? If they did, they didn't look long enough or hard enough. She's still here, alone.
Then again, it is the Dollhouse. Maybe they've known where she is all along and figured she was no longer of use to them. She is just a doll who found out what she is. They don't need a doll that has gone all out nervous breakdown slash identity crisis.
Who could blame her for that though? They played with her brain and changed who she was. Her original identity was unknown to her and might now be forever lost. A part of her hopes it is lost, because she is another identity now, and who is she without that identity?
To go back to her original identity would be to destroy who she is now and that scares her. She doesn't want to admit it, but it's the truth. She's afraid for who she is now and part of her doesn't want her original personality back.
And so, she runs. She has no destination in mind; anywhere is fine if it's away from the Dollhouse. She runs and she searches for who she has become and who she should be.