Mega Man / Rockman - A CHALLENGER APPEARS

Abandon ship bed!

I can think of some reasons:
• It seems that she just appeared right out of nowhere thus they were startled that she was suddenly there.
• They didn't notice she was there in the first place since they were all busy looking at the 4th wall.
• They don't know her. In a meta standpoint it makes sense since at the time the original version of the artwork was made (2011) she didn't even existed. She's relatively a new character compared to the rest of them (2012).
• She looks radically different from the rest:
•• She's doesn't look "anime kawaii uguu~" than the rest of them. In fact she's the opposite.
•• She's a 30 something adult compared to the kids and teenagers she's with.

Go ask the artist who made this.
Here's the source.
You'll get a better chance of getting more accurate answers than asking us.