Of course there's a reason: Cornwell was (justifiably) a bit upset when the Lorca who turned up on the show, ended up being the mirror version. So naturally she'd be a bit pessimistic at the possibility of her Lorca ever returning to her.
I'm sure Cornwell knew her Lorca well enough to know that he could survive in the MU. (As has been said right here in this thread, if MU Lorca can make it in the prime universe, then the reverse is certainly possible as well.) So once she gets over the shock and sadness she felt, she probably calmed down a bit and realized that her Lorca is still out there somewhere.