The scene was very different in the manga
She kicked him and he bit her leg not letting her go and Scouts were on her tail.
She managed to somehow free herself by blowing Eren's head with a fist. He escaped from Scouts and Eren was on hair tail a moment later.
In anime its completely different. It seems like scouts are far away and Eren is completely defeated.
Then she's escaping. And Eren, after moment is chasing her down like a mad dog in scene added probably to better foreshadow his titan powers.
So one answer is "it just wasn't adapted well enough from manga".
But I don't think that's satisfactory.
Let's imagine manga doesn't exist. Annie just defeated Eren and she could capture him easily.
And what then?
She is in behind a wall Shina which is the closest one to the center. She have miles until she reaches wall Rosa. which is a middle one.
She wouldn't be able to keep her titan form all the way, she would need a break - in this moment Eren would fight back.
In other words, there was no chance to escape, not with Eren.
Not when she's alone against him
Also, this way she would become Soldiers number one target. Leaving Eren behind maybe she hoped at least some of the soldiers would stay behind to keep him safe.
Also you could argue, that Annie didn't wanted destruction of the city.
She definitely shows more concern about civilians then Eren. She is not a good person, but she showed weakness of mercy many times.
Who knows, maybe she planned on escaping outside of wall Shina where Soldiers don't have buildings to use to fight her. So if Eren would fallow her, she could easily defeat him.
But she didn't realize how strong Eren is and that Mikasa will follow her.
Another possibility is that she saw his green eyes glowing, so she realized he is conscious. If she'd try eating him, he could grab her - and i think we can assume she is fast, but he is stronger. So if he can grab her, its game over for her.
And like other people mentioned, it's possible she was just scared and panicked at this point, but to me it seems a bit out of character for Annie. She is super cold and calm, she showed that while fighting Scouts.