Panel 1: Later still, we find Anne and Elly walking down the street. As the snow falls, she tells Elly that she took her advice and told Steve that she suspected that he was seeing someone else. Elly asks her what his reaction was.
Panel 2: Anne turns her face so that Elly cannot see her mildly disgusted expression when she says that he cried. This is something of a miscalculation because Elly never quite figures out that Anne suspects that Steve cried a mess of crocodile tears.
Panel 3: He said it was true and that he'd never see her again and (as far as she knows), this affair is over.
Panel 4: She then asks why she's not happy.
Summary: The obvious answer is that this isn't actually anything like a victory and even if it were, a grand illusion has collapsed leaving her facing a world of nothing but bad choices. She can no longer trust anything he says, she doesn't want to up-end her whole damned life to please an idiot woman who doesn't have to deal with the turmoil so she ends up becoming a sort of cop.