Yeah, we feel bad for Prometheus and all—but at least he had a choice. All poor Io did was make the mistake of being too pretty.
See, Io had some bad dreams. In these bad dreams, someone kept urging her to have sex with Zeus. Just what every girl wants, right?
Not so much. Finally, Io told her dad, and he asked some oracles what to do. Oracles being oracles, they ran him around for a while before one finally told him that he should kick his daughter out of his house as an offering for Zeus. And that's exactly what he did.
Things quickly went from bad to worse for Io. First she became a cow. Bad enough. And then he found herself stung by a gadfly. (We're not exactly sure what insect the gadfly is in this circumstance, but we're pretty sure we don't want one stinging us.) And then it got even worse, when a dead herdsman named Argos showed up to chase her all over the earth.
Io doesn't seem too clear on the details of what's happened to her, but other sources from Greek mythology help us put the story together. The most likely thing that happened is that it was Zeus who transformed Io into a cow—because he was afraid Hera (his wife) would see what he was up to. The problem is that Hera did see what he was up to, and she decided to take out her anger on Io.
We get that, even if we don't approve. It's a lot easier to blame the other woman than to face up to the fact that your husband is a womanizing rapist, who's probably into bestiality as well. Especially if he's a god.
Anyway, poor Io is now at the mercy of not one but two different gods—and her only crime was 'fessing up to her father about her sexy dreams. (Well, there's her problem right there.) Once she told him that, the rest was out of her hands. Er, hooves.
We don't know much about Io, but we do get a sense that she's a nice girl/cow. When she first meets Prometheus, she insists on learning his story, asking him "For what crime are you thus being murdered" (563) and "Tell me who bound you in this ravine" (618). She also seems to identify with him as someone being punished by the gods, saying "Tell me, miserable that I am, who are you,/ who are you, suffering one" (594-95).
Get it? She calls herself "miserable" and him "suffering"—as though they're in some sort of club of people getting the beat down from Zeus. And it turns out that, unfortunately, they are.
No matter how much Io identifies with Prometheus, she's mostly concerned with her own situation. She begs Prometheus to tell her "what still lies in store" and "What means of escape, what cure for [her] affliction" (606-07) and says "Who among the wretched… suffers as I do?" (604). And he does tell her, but the knowledge that she's going to suffer for years and years more makes her dance insanely off stage.
(Yes, that's a link to dancing cows. Well, sort of dancing. Anyway, it's super cute.)
The point of all this is that Io is maybe not the sanest girl around. She even calls herself "mad" with fear" (567), and describes herself as arriving with "undignified leaps and bounds," "rushing wildly," and "torment[ed] out of [her] mind" (600-01, 580). We know what she wants—to be human again and for Zeus to be left alone—but we're not feeling too good about her chances of achieving it in any reasonable length of time.
We can't blame her for going a little crazy. Rampant injustice will do that to a cow.