She is a solider, first and foremost, and that means she does not have time to handle anything that might make her vulnerable on the battlefield. But seeing Penny, and the terrible power that she bestowed on Winter without losing her smile, she can't channel all of that into justifiable rage. If the ice she's spent years building around her heart breaks now, the shards will kill her long before the Grimm do.
Winter after Penny gives her the gift