Chapter 2 explains Anne's dislike of Bath quite well:

"And with regard to Anne's dislike of Bath, [Lady Russell] considered it as a prejudice and mistake arising, first, from the circumstance of her having been three years at school there, after her mother's death; and secondly, from her happening to be not in perfectly good spirits the only winter which she had afterwards spent there with herself."

The latter part of that sentence is referring to a trip Anne made with Lady Russell to Bath not long after she broke off her engagement with Frederick (4), thus the reason she was not in perfectly good spirits.