That may be true, but you have to realize that Saya didn't have any confidence to begin with... So she can't really lose it, she's just the same as when she began her journey.

We still have 30 or 31 more episodes to go, so there'll be plenty of Saya kickass action to come, I'm sure of it.

Though I agree with the assessment of she not wanting power and wanting to live as a normal person, but you really have to weight her current dilemma. It's not about having power, is about her being a Vampire who has probably slaughtered thousands of people.