Ok, nevermind that. According to Saint Dimitri of Rostov, she ran away from her husband out of shame. http://www.johnsanidopoulos.com/2010/09/secret-sin-of-saint-theodora-of.html
Apparently the moral, according to Saint Nikolai Velimirovic, is if your spouse feels called to a convent, let them go.
St. Nikolai goes on to offer the following reflection about how St. Theodora went to live in a convent following her sin without telling her husband. It should be noted that the Holy Fathers in a later Canon ruled that husbands or wives are no longer permitted to do such a thing without mutual consent, yet St. Nikolai offers the following advice if the desire comes up in at least one spouse:
One must not hinder anyone on the path of perfect devotion and service to God. Many saintly women who wanted to flee from marriage and devote themselves to God were pursued and hindered in this by their husbands. These women were usually victorious in the end, remaining steadfast in their intention, and often awakened the consciences of their husbands by their example, and directed them on the path of salvation. St. Theodora, dressed in men's clothing, had to carefully hide from her husband, and she retreated to a men's monastery. However, there were prudent husbands who approved their wives' intentions, permitting their withdrawal from the world to devote their lives completely to God. King Frederick was betrothed to a Czech maiden, Agnes. But she never agreed to enter into marriage, and broke her betrothal, fleeing to a monastery. Then the prudent king said: "Had she left me for a mortal man, I would have sought revenge; but I must not find myself insulted that she chose the Heavenly King in place of me."