Ha! Funny you should begin this thread. She is definitely one of the Saints which most fascinates and challenges me.
According to the version of her Life I read, the reason she didn't go to the local abbey is she was afraid her husband would find her there. To me this says there is more to their relationship when we are told. I know the account begins with what a loving home they had, but is it possible when he found out she'd been unfaithful that he would have tried to harm her? Maybe killed her out of "honor?" Another possibility might be that as an adulteress her husband would have been inclined to divorce her, and wouldn't that have meant in the time and place that she would be considered too "broken" to marry and would have to become a prostitute just to survive?
Also, perhaps she didn't reveal herself to the monks so as not to tempt them? I don't know, those are just some possibilities that occur to me.