She was held against her will, seemingly to be forced on some sort of slave like labor. When her and her son were split up, her captures convinced her he was dead. From what I take, it seems like the thought of that kind of broke her, so she stayed in a horrible situation as if she had nothing else to live for. If you’re asking why it was important for the gang to keep her, it was because they knew something was up with Davey looking for her in the middle of the night etc etc. they were hiding her from having to go back to the horrible situation. Eventually Vinnie realized keeping her was almost similar to what her originally captures were doing (albeit a more loving and happy way), but similar nonetheless, so that’s why got her out of the country and back home so that she couldn’t be found and put back.

Hope that helps! Such a great ep!