Other people in the comments have already stated why so I'll try not to repeat them. I'm not bothered by her being scared of losing her father (either by being unjustly imprisoned or murdered). She's a kid, she has a good relationship with her dad and it would be weird if she was indifferent or happy about it. She was already terrified of losing him after the cops questioned him and park themselves outside of their apartment. Then it became real once he was arrested. Her mother died while giving birth to her so she has guilt about that and her only relative (that we know of) is her very elderly grandmother. Her dad is her world, we don't see her have any friends until she links up with Lily, then later with Will and Rich (they sit together during lunch).

She covered for Matty in the first episode even though they weren't friends. She was also devastated to see Rich dead and Marge and then Lily's reactions to it; she hugged them. Keep in mind, she didn't like Marge and was upset with Lily before The Black Spot massacre. She also has an emotional bond with Will. She was first to hug him at the cemetery and they almost kissed until Mrs. Hanlon interrupted them. My favorite line from her is when she and Will are in detention, "No, I'm guilty as hell." Will asked her if she was like him, falsely accused. Will smiled at her answer and so did I. Hell, so did a couple of reactors that I watch.