Why should she have been happy to see her duchy - which had traditionally been a free actor and had its own language and culture - annexed into a larger power? I can talk about what happened, but it's hard to answer the question directly when it rests on an assumption that there is some reason she shouldn't have wanted to keep it independent.

Anne was born to François, Duke of Bretagne, and Marguerite of Foix in 1477. Throughout her youth, Louis XI, King of France, had been determined to enfold it in his own borders - everyone wanted it, really, because it was in a great position between England and France, which had technically "finished" the Hundred Years' War from our perspective, but were in fact still quite tense.

In the fourteenth century, war broke out in Bretagne over the succession: the duke died without a male heir and, rather like the Wars of the Roses, two families fought it out. The Montforts' claim was pressed by the English, and the Penthièvre family was backed by France. In the end, the crown went to the Montfort contender, with the stipulation that if a future duke had no male heir, it would pass to the Penthièvres' male heir. By Anne's lifetime, when she was left as the only Montfort heir, the Penthièvre line also had only a female heir - whose claim was then bought out by the king of France, Louis XI. Because there were no male Breton heirs, the treaty's terms fully collapsed, and François was free to leave the duchy to Anne rather than sending it to the Penthièvres and therefore Louis.

But the thing about succession is that it very often was about what you could get away with rather than the strict letter of the law, so there was considerable worry that Louis would march in and annex Bretagne while claiming it was his by right, which he did try to do. The York faction in England lent their support in exchange for reciprocity from Bretagne (and a marriage between Anne and the Prince of Wales, which never ended up happening), but ultimately Bretagne was left mostly beaten.

In the following years, in which both François and Louis died, Bretagne kept pressing against the restrictions of their treaties (such as the requirement that France be involved in planning Anne's marriage) and being beaten. Anne's marriage was particularly important because it would signal an alliance with a larger power who could offer troops to fully liberate Bretagne, and she did in fact get married by proxy to the Holy Roman Emperor for that purpose. Following the conflict that provoked, which Bretagne lost due to a lack of expected Habsburg troops, the marriage was annulled by the pope and Anne was married at 14 to Charles VIII, Louis XI's successor, finally uniting Bretagne to France in a more lasting manner.

So Anne's marriage to Charles was a hostile takeover, a final concession to prevent more war. It was not a marriage of true equals to form an alliance that would benefit both sides. Charles insisted she no longer be considered Duchess of Bretagne and had his envoys view her naked body to make sure she could bear a child; Anne was required to marry Charles's successor or remain a widow to keep the peace going, regardless of whatever alliances she would prefer to make. But the Breton advisers on the match were able to make sure that when Charles died, Bretagne would revert to her, because Anne and her duchy needed to get at least a little something out of it. Being queen of France gave Anne a certain amount of personal glory, but she had never sought that, and Charles would give regent powers to his sister rather than his wife when he went to battle (and womanize) in Italy. When she married his successor, Louis XII, she was in a position of greater power - he divorced his own wife in order to keep Anne and Bretagne - and was able to make sure that one of their children would inherit Bretagne as an independent duchy again, which could have led to it remaining so if the young duchess hadn't married the next French king.

Sources:

Susan Broomhall, Gender and Emotions in Medieval and Early Modern Europe: Destroying Order, Structuring Disorder (Routledge, 2016)

Kathleen Wellman, Queens and Mistresses of Renaissance France (Yale University press, 2013)