Stephanie thinks that she can relate. And if her internal monologue thinks it's a little weird, even for her, to go around identifying with a city - well.
Aww! Steph would totally have a stubborn ladies bonding moment with Gotham, and then be confused by what just happened. This is why everyone else thinks Steph is nuts, but in fact she is just more well-adjusted than them. :P

Thank you! :)