Sanae looked pretty shy in there. I wonder if that is Sanae's nature.
A person that "makes miracles" and has bloody pentagrams for spells can't be shy.
Also, as the P2 protagonist, it wouldn't do well to be overly shy, think of Reimu, Marisa, Sakuya, Mima and Yuka, her "seniors" at this new job. They're all quite "easy-going" and violent people. It's probably part of the job requirements.