Because Shayna been making Kai her bytch for the longest. Why turn on your team to help her?
It's less about helping her and more about being pissed off at being overlooked and tossed to the side by the other time, including her 'best friend'. She had to fight Shayna to earn a slot on the team, but Candice ain't have to do shyt, Mia just hit people with a stick, and Tegan... Rhea was the one who in storyline put Tegan on the shelf, but Tegan still goes with Rhea over her riding partner?
I'm sure her first heel promo will hit these points, but it was all set up for her to spiral out at being disrespected like that and just fukk things up. It's why her turning before getting into the cage makes more sense. She had beef with Tegan, and beat her ass and left - the match didn't matter as much as the fact that she wasn't wanted to be in it in the first place. So... she wasn't. And she made them pay by taking another teammate from them, too.
It's actually more logical than most stuff NXT does, and doubly more logical than anything from the main roster, as far as turns go.