Caetlyn raised her to be a perfect little princess, and a suitable queen. She's known her entire life that she wouldn't get to fall in love and choose her husband. Her highest aspiration was to be married to someone she could find something to love about, from a powerful family. Her entire life was about accepting whatever others decided for her and making the best of it. That's the daughter Caetlyn raised.
At one point, she was the eldest daughter of the oldest and one of the most powerful families in the world, betrothed to marry the king. About to reach the pinnacle of achievement from her perspective. And then that king turned out to be a psychopath who can only achieve sexual gratification by causing others pain. Her family lost it's holdings, her brother is a usurper, her father was murdered in front of her (and the entire city), her two younger brothers are dead (as far as she knows), her younger sister is missing and assumed dead. She's 14 years old, she's all alone, and almost everyone she's met since she came to King's Landing has either turned on her or abandoned her.
The one person she trusts, Margaery, is the one person she can't imagine could possibly want anything from her.
Of course she was happy when she thought she was going to marry Loras. In the books, he's David Beckham and Derek Jeter and Justin Beiber all rolled into one. Described as the best looking guy in Westeros. He's not the best knight, but a lot of people think he is and he's incredibly popular. He comes from the second richest family in the kingdom, with the second largest army. She's not stupid, she knows that her life has value only as long as Robb is alive, and only if Robb wins. But no one is going to execute or imprison Loras Tyrell's wife. Plus, like every teenage girl in Westeros, she's had fantasies about marrying the Knight of Flowers. Stannis just got his ass handed to him, and is assumed to be out of the running. If Robb wins, she's golden. If Joffrey wins, she's golden. And she's got a husband she would have chosen for herself.
Tyrion is a different story. We know Tyrion, we think she's being a shallow bitch. But he's a disfigured dwarf 20 years her senior, drunk most of the time, a legendary chaser of whores. We know he's one of the smartest people in the kingdom, but she doesn't. We know he's genuinely kind to those who deserve it, but she doesn't. She knows he's a Lannister, she knows he's the psychopath king's uncle, and she knows his father murdered his first wife. This marriage is so obviously a hostage situation that she can't hide that fact from herself.
Her whole life is about associating herself with people who can help her. That makes her appear weak compared to the rest of her family, but she's really pretty good at it.
