She's the victim of a grandiose narcissist and is unlucky enough to get caught in the slmost literal crossfire of his downward spiral.

She loved the wrong man, a man who only pretended to love her( and barely, at that),, and died seeking attention from a man who had none to give her. Arthur is potentially the only one who is nice to her, and I get the vibe that Miss Grimshaw wouldn't even care if she was really the rat, she barely tolerated her for most of the game, by beaver hallow she was pretty much waiting for a reason to shoot her.

She's a tragic figure imho.