I think pride might be the reason, but NOT directly. She's practically given up her pride when she's around Lawrence (and that might be an issue). Heck, look at how shameless she's being around him "lately". Even at the end of the second season, it was clear that her little "pride" excuse was just to end their conversation and that it wasn't being taken seriously by either her or Lawrence. If anything, pride is being used as yet another excuse to stay away from Yoitsu (which was the same theme in volume 4).
She's been acting more and more like she dreads getting to Yoitsu. But why? Because they'd part ways? Not bloody likely. Because there's nothing there anymore? Doubtful, they're really looking for her wolf friends now, not Yoitsu... it's become a symbolic stepping-stone more than anything else. It seems likely that it's for a more sinister reason, given her dream sequence in the OVA.. it's got nothing to do with Lawrence, or her fear that Yoitsu is destroyed.
My favorite pet theory is that she committed some form of taboo while in Pasroe, probably consummating her love with a human or some-such (seems a reasonable-enough thing for a deity to do on a journey of self-enlightenment). Then after mourning that person's loss for a couple hundred years, she finally worked up the courage to face the music at Yoitsu for her actions. Of course, of all the peddler's wagons in the world, she had to stumble onto Lawrence's. Now how could she ask for forgiveness in the state she's in?
Now she knows her companions aren't even in Yoitsu anymore, but might be looking for her. It would explain her recent concern over how she appears in public with Lawrence, not to mention her near mental-breakdown in the last few episodes. Anyway, enough reading into this
