Notice, in the quote that I posted above, Lady Russell considers Anne's dislike of Bath as "a prejudice and mistake" arising from the already noted situations. Therefore, I inferred from this that Anne does not acknowledge her dislike of Bath arises from these circumstances; rather, she told Lady R. that "she disliked Bath, and did not think it agreed with her..."

Instead, she wishes for "a small house in their own neighbourhood, where they might still have Lady Russell's society, still be near Mary, and still have the pleasure of sometimes seeing the lawns and groves of Kellynch..." (2) So you see she really wishes to be near the people who love her, even if that means experiencing some of the moritifications that Sir Walter would no doubt feel extremely keenly.