Yeah, I was kind of wondering the same thing myself as I was getting through the sixth night.
If I had to make a couple wild guesses:
* She made a deal with Cruxia and it went horribly wrong.
* Between the events of the first and the second game, the Kirusa Corporation found her in an immobilized state and took her in… And by that, I mean they conducted scientific experiments on her (possibly unwillingly) and made her that way.
* She’s stuck around with the characters featured in the first game for so long that her mind just snapped and she became one with them.
Maybe that might get answered in the third game or maybe it might not, but only time will tell. As of now, I think the second theory is the most likely and the third follows after that second theory.