Perhaps because if she tried to convince them that Gen was worth something, either she would convince them (dubious) or they still wouldn't be convinced--which would dangerously undermine their faith in her.

Also, please note that dear Attolia is a woman known for beign cold and passionless. Perhaps even she still thinks that she is. Perhaps she feared that if word got out that she was actually in love with the goatfoot, people would stop taking her seriously/her solderpersons would stop worshiping her ("And would you still be loyal to her if she was?")/her enemies might try even harder to hurt Gen in hopes of hurting her through him/other bad things would happen.

I don't know. Whatever.