That world is rotten to the core. We had several hints before, but they of course emphasized that in that ep.
Shows that Annie, although being an enemy now, does what she does for an objective she thinks is just.

Now, I wonder if Armin and co will ever find common ground with her.
Even if her cause is just, she's had to dirty her hands a lot. Probably explaining why she cried when she missed her objective. Killing all of those capable people for nothing.