I think it's because she was taking credit for something that was ultimately a gamble. It's entirely possible that it still wouldn't have worked, and with the knife in hand, that might've been the end of her.
Maybe the implication here is that May doesn't feel amazing, but is taking credit for it anyway.
She might also ask about some third thing. Memories, senses, ummm was there another one?
Update: Oh right, emotions. This kinda goes into an interesting line of questioning. She basically is a masochist, so yeah she enjoys pain. But here's the odd thing. It's a logical trap.
- Maytag, as part of her natural state, has learned to accept pain. She basically, on some level, enjoys it. This, however, is a conscious preference, built upon smaller unconscious past issues.
- She has entered an area that steals memories and distorts senses. Normally, something that she has learned to love would not be retained, because whatever past events would also be wiped out. That is, the acceptance technique is a learned skill, so it gets wiped out.
- Since the acceptance technique is gone, she should not be smiling. In fact, either she is numb as a result of being in agony and not remembering how to use her technique, or she is able to feel things and as a result could be affected by the despair.
- These two are apparently mutually exclusive. That is, if she was in such pain that despair could not touch her, she should be unable to smile.
- That she was able to smile effectively means she maintained a sense of herself despite the effect of the Storm supposedly draining out her memories. This should be impossible.
We have a seen people with magic, and we have seen those altered by Thin Man, and we have seen people with natural special abilities. In the bed & breakfast, she was able to resist a charm effect, even while being immersed in a liquid. That is, she has physiological as well as psychological resistance to certain magical effects. I wonder if there is something more to this, though?