It's quite simple actually. In Efworld you cannot exit a city hex if it isn't your turn.
Wanda wouldn't be so idiotic to reveal her secret powers if there was a chance the Unaroyal forces could run for it. So she waits untill it's Gobwin's Knob turn, then goes and makes the proposition of Join us or die and join us anyway. The Queen of Unaroyal can't run anymore as she'll be stoped by invisible barrier of gaming.
It's a nice plan and stuff, offer a cornered enemy the chance of surrender. That's probably why she risked revealing her secrets. Your last stand will do nothing to weaken us, so join our side!
What Wanda didn't expect was that the queen of Unaroyal would rather kill herself and disband all her troops rather than surrendering to Gobwin Knob.