Symbolism, Imagery, Allegory
One of the only things that Lena is good at—or knows she's good at—is running. With every step she takes, the pounding of her sneakers on the pavement pound the symbolism of this act into our brains.
See, running is one of the few things Lena has control over. She can pick her routes, run whenever she wants (well, as long as she's home for curfew), and get good exercise while she's at it. For a girl so obsessed with appearances, having a svelte figure is probably important to her.
Plus, this act is supposed to demonstrate for us how Lena is always running away from her own problems. She gets in a fight with Hana; she runs. Regulators raid a party; she runs. She doesn't want the cure anymore; she plans to run into the Wilds.
When her beloved Alex is shot before her eyes, he asks her to do one thing: run.
Running symbol of both her fear and her desire for control. Ultimately, though, it ends up saving her life.