It seems like in this picture, it's just after Garry burns Mary's portrait. Ib is terribly upset and Garry tries to comfort her. But being burned freed Mary from her suffering, and seeing Ib so torn up makes Mary incredibly sad....but all she can do is watch.
Yeah, I've always sympathized with Mary, since she was drawn as a child, and hand childish thoughts.
When you're a child, you think everything is so simple, and you act on impulses that adults don't. That's why Ib was able to walk through that place without too much mental scarring (though there were lasting effects...like a fear of palette knives) while Garry was completely and utterly terrified. Mary was drawn as a child, a lonely, pitiful child. She was selfish, as most children are, and wanted friends to play with, friends that wouldn't do everything that she asked. Her mind became twisted in the Fabricated World, and she acted upon all of her impulses. Unfortunately, those impulses got her into a lot of trouble, and in the end, she had to be destroyed. But she was forever grateful to Ib and Garry for doing that, and at seeing Ib so torn up, perhaps she decided that she would go on, and protect Ib and Garry....almost like a Guardian Angel.