It seems pretty obvious that Louisa and Henrietta have cooked up a scheme to walk over to Winthrop--probably mainly at Louisa's instigation, even though Henrietta looks 'conscious' and 'ashamed' when the destination is revealed.

Louisa's intervention when Henrietta seems cowed enough by Mary's attitude that she will not walk down to the farmhouse as planned definitely looks like Louisa intended to get her sister back together with Charles Hayter and 'put herself forward' more definitely as Captain Wentworth's acknowledged favourite.

I wonder what their purpose was in coming by the Cottage to announce their long walk first? Anne seems to think there is a family habit of over-communication--telling everything they are going to do and then doing everything together (quite unlike the Elliots!). They pretty obviously don't want Mary to come along, either, but they should know her well enough to imagine that she might.