We can see exactly why Emily likes her silly maid, Annette: if scaredy-pants Emily is a little worried about something, Annette is cowering and hysterically screaming. If Emily wants to gossip about ghosts in the stairwell, Annette has all the dirt (and makes up some extra stuff to scare herself stupid). If Emily feels like being a little frivolous, Annette trots out her favorite line: "Oh dear madam! I would not tell for a hundred sequins!" (2.9.42). That's right. Annette really has a thing for sequins, though she'd rather have her mistress's trust.
Despite her enthusiasm for shiny things, Annette is about as loyal as they get. She follows Emily from Tholouse to Udolpho and back to Chateau-Le-Blanc, terrified the whole way. See, Annette has a sincere affection for Emily that goes beyond the typical mistress-servant relationship—and she thinks Montoni is bad news for her friend. Em totally recognizes that Annette is a good buddy, so she does her best to reward her with a marriage portion.
When Annette's not obsessing over sequins, she's longing for her one true love, Ludovico. The poor girl has it rough: not once, but twice does she think Ludovico bit the bullet. "O Ludovico—Ludovico!" is all she can manage to get out during these terrible moments (2.11.17). Because Annette's got her head in the clouds, she can't help but romanticize everything—including her relationship with Ludovico.