Yeah. From what I can tell, robbing a bank with a gun is a guaranteed trip to the federal pokey. There's some discussion that she may have wanted that, since she wasn't a total idiot, and it was the most botched and improbable bank robbery you could think of. She was certainly done with the way her life was going, and she had some odd ideas about her magical powers. It's also possible that she thought she could get some kind of trans surgery in prison.