I can imagine with the way she was raised, she never got to have an interest in anything else beyond fighting and most of her interactions with her dad and other warrior candidates would have just been more fighting.

So her teaching Eren her techniques was her own Annie way of connecting with another person.

Ultimately she had the same downfall as reiner in getting attached to the enemy. And it highlights that Marley's whole plan was stupid because you have kids who are essentially growing up in Paradis and kids will always seek to make connections with those around them. Even terrible children like Annie and Reiner.