I feel that Marianne wasn't consciously behaving modestly but, rather, she was overwhelmed at the circumstances before her. She had been indulging her inner child, captivated by the "felicity of the world" as she played with her sister. Suddenly she finds herself caught in a storm, physically incapacitated, somewhat abandoned by her sister who was "unable to stop herself and assist her" and unexpectedly caught up in the arms of an attractive stranger. For one who basks in the emotions of a moment, these sudden turns surely left her too flummoxed to respond any way but in the safety of modesty.