My guess is that Annie built for ranged combat, and so instead of sucking with a weapon her character is barely proficient in (if at all) she took that rarely used option to sacrifice her attack for a passive defence bonus. Checking GURPS, which I believe it's DMM's standard system, you can do All Out Defense for either a +2 bonus or two different defence rolls. I think the implication is meant to be 'I go defensive for the bonus to parry rolls'.