She is hardcore. The last time I saw someone do something in that remote vein was the movie punisher war zone where he broke his nose to get a booger out of it.
Well annie did say that lucy would have to break a finger if she blabbed. That's a safe bet on the level her friends trust in their promises. So it's there.
...she also might be manipulating Annie too. This is a way to get Annie to forgive her.