I suppose the warriors who weren't from Edoras wouldn't be able to recognize her as the Princess without her helmet, so perhaps while making camp, she tried to stay around the "out-of-town" recruits, so that she wouldn't be recognized as the Princess (even with her helmet on).
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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