Physiologically, I'd see absolutely no reason for her to have two sets of ears.
However, this is an issue with almost *all* drawings of "catgirls", "doggirls" etc. in all works of art in
both science fiction and anime.
The artists always seem to cover the area where human ears would be with hair. The only reason I can think of is that they think instead of the girl looking cute with only animal ears -- she'd now look more alien to some viewers. The ears would now seem more of a deformity (though Horo did allude him thinking she had been locked away for deformity as well as madness when she met Lawrence). If they left the human ears along with animal ears, the sight of two ears on each side of the head would look even stranger to many.
As far as the story itself, the only thing I can point out is that she never mentions or complains about any human ears.
Personally, I think she's got the one set of wolf ears and that's it -- but obviously we'll never know so carry on.
I have to admit that in episode two I was spending too much brain power wondering about the cranial structure, brain format, and ear structures of such a creature