Mr. Casaubon is working at the Vatican library and not likely to return for a while, so she has time for a good cry.
She's not happy (obviously), and can't explain the reason to herself.
Rome is too big, and the contrast between its glorious (but ruined) past and its poor present is jarring for her.
Rome seems full of empty superstitions to her, and there's no one to explain the art and architecture to her in a way that would make it comprehensible to someone who's hardly seen any art.
Basically, she's miserable because she's discovered that, far from opening up the world's knowledge to her, Mr. Casaubon is really just a stodgy old bookworm without any passion for anything.
He's not interested in anything that she is, so there's not a lot of sympathy between them.
She's an affectionate and passionate woman, and Mr. Casaubon doesn't return her affection with anything but stiff and cold formality.
He's unfailingly polite, but that's it.
She doesn't understand him, either – he's deeply insecure about his own project, which is why it's taken him so long to complete.
He's always working on his notes and research, but never on writing the actual work.
So when Dorothea asks him when he's going to sit down and write the darn thing, he becomes coldly angry, and she doesn't understand why.
This is their first married spat and, to Dorothea, it's like the sky has fallen.
It is soon after this argument that Naumann and Will see her in the gallery, staring off into space and looking as beautiful and motionless as the statues around her, and it is that argument that has made her go back to the hotel to cry by herself.