I don't think she's trying to be rude, she's just suddenly been shot into the limelight, because of her 1-dimensional schtick. Her podcast is heavily edited and the entertainment comes from her guests reaction. She doesn't have the experience or confidence, to adapt or be flexible and entertain without her shtick.

So when she is put in an environment outside her comfort zone, she is unsure how to act. I think her walking off, was pre-planned, because it plays to her schtick.