[Despite her bravado, there are a lot of conflicting emotions that accompany this scene. Guilt, sadness, remorse as well as a sudden - or not so sudden if one knows Vanille's history - need to protect are encompassed within this memory. One could say Vanille grew up quite a bit the moment she took the gun from Snow and promised to protect her fellow survivors.
But none of her efforts matter. She is unable to save Hope from a lot of pain and anguish. This memory haunts Vanille, though her thoughts her plagued by other - much older - memories as well. It's probably best that those are kept quiet, however. Vanille isn't ready to come to terms with them quite yet.]