Like previous posters have said, being there would actually be pretty low-risk for her. She can defend herself just fine, as well as hide via disguises or invisibility, and the only people in the city who would recognize her were Rand, Asmodean, and Rahvin. Rand and Rahvin never went near where she was because of course they were too busy fighting each other. Asmodean accidentally stumbled across her, and got zapped. End of story pretty much; Asmodean's death was a minor incident that wasn't really that important in spite of all the interest in it.

Her motivation for going there in the first place, given the low risk, was the potential payoff of finding some of Rahvin's goodies if he had any: angreal, sa'angreal, ter'angreal. Even a male angreal or sa'angreal would be useful to her because she could trade it to one of the male Forsaken. The payoff of being one of the only Forsaken to have an angreal would be well worth the low risk of detection.