She isn't being selfish… I mean, of course she isn't. There's nothing worng with having ribbons. Ribbons are pretty, and Mollie likes looking pretty. If the other animals want to look plain, then it really has nothing to do with her. She should be able to wear all the ribbons she wants!
In fact, this whole rebellion has nothing to do with her. Mollie liked Mr Jones; he had let her wear ribbons and had fed her sugar cubes. He had let Pilkington take her for the day, where she would pull his family along. It wasn't hard work and she'd enjoyed it when all the humans stopped and looked at how pretty she was, her mane braided with lovely bright ribbons.
Now Mr Jones is gone. Never before had Mollie had to do work; why would she want to? When she works, she gets tired and dreams about once again receiving sugar cubes, a thing not available on Animal Farm. Why are all the other animals so happy when they have to work all day?
On the other hand, Mollie doesn't want to disappoint Clover. Clover is kind to her, until many of the other animals who tell her she has to work more. Yet even Clover doesn't understand her, and loves the community they've established.
If no one understands her, then what's the point in staying? She isn't happy, and all the other animals think they can do just as well without her. Maybe another farmer will take her in, one who's looking for a pretty mare who certainly isn't going to rebel against him.
Mollie is sure she'll find someone, and when she gets taken in, hopefully they will give her the things that Animal Farm leaves her without. She'll be far happier. Sure, she might miss Clover, but Clover wants to stay so what can Mollie do?
Mollie decides to miss out on work again, saying that she has a sore hoof. It's basically true; she had to work for ages yesterday. She goes in search of a human; someone who will treat her nicely and maybe feed her sugar cubes. It works too, and when Mollie returns to her barn, she feels refreshed and happy.
Days later, Clover wants to talk to Mollie. She explains that another animal had seen what she had done, stressing how it's against the principles of Animalism. Mollie doesn't care; in fact, Clover is starting to annoy her. Why can't she just be left alone?
That night, Mollie leaves the farm. As she leaves, in the dead of night, she's sure that she's going to have a much happier life than the other animals. After all, she'll probably have ribbons!