Ever since they were young, Ty Lee firmly believed that Azula was a good person despite her mean tendencies. Lots of people were bossy and bad at showing affection, that didn't make them bad people, right? As far as Ty Lee was concerned, Azula was wonderful and she would even give up happiness performing in the circus to follow her.
As time went on, they grew closer, and when they made the leap from friends to lovers Ty Lee couldn't have been happier. But Azula only became more controlling and manipulative, insisting her friends follow her and no one else, becoming violent when they faltered even a bit.
And still Ty Lee held fast to her belief. She's a good person, and I can bring out that side of her. Even when Azula belittled her and treated her like a servant, Ty Lee couldn't stop loving her even a little.
Finally, though, it became too much. One day Azula attacked Mai in a fit of rage, and Ty Lee stepped up to defend her without thinking. She'd now realized just how deep Azula's control issues ran; the princess needed help, but Ty Lee couldn't be the one to give it to her.
"I'm sorry, Azula, but I can't do this anymore," she said as the guards tied her wrists behind her back.
The sense of freedom she felt even in her cold prison cell was a sad one.