Sharmie's talent alone was not enough for her to gain a foothold in the Holy City. Yes, she was born with a huge Soul Sea, which gave her an advantage over others when she first entered the Heroic Soul Stage. However, the path of cultivation wasn't just about a single statistic. It was just like how a tall person might not be suitable for playing basketball. The measure of one's talent was a comprehensive statistic; any overly obvious flaw was enough to wipe out all your merits.
She probably understood that a long time ago, and Mario's death affected her more than anyone could imagine, leaving her in despair. As such, her decision was not unexpected.
"It's all because we were too incompetent. Does she blame us?" asked Small Eyes as her eyes grew red.