It's weird, but I got that vibe, too. She just stood there with a little bemused smile on her face. That could be due to a couple of things.
1. She knows she's THAT good and that it's not likely she's going anywhere anytime soon.
2. Even in the very unlikely scenario of her getting voted off soon, somebody almost certainly will give her a contract. Wasn't she a back-up singer to some big star? And she's obviously wowed the judges, so I doubt they will let her just disappear.
So maybe she truly wasn't nervous. You could interpret that as either arrogance or confidence.