Anna turned around, tilted her head to look at Nick, "Really? How? As far as I know, this is something that has never happened before."

It's not that she doubts his ability, she's just being realistic. Soul swapping is a very mythical thing, if someone hadn't experienced it, they wouldn't believe it. Even she could not have imagined that her time travel machine would have such a serious bug.

But if that mistake hadn't happened, she probably wouldn't have had a chance to deal with Rose ...