Lonnie is something of a rarity in the Circle- a virgin. It's not that she hasn't had more than enough opportunities to have sex; she's at least somewhat attractive, according to what she's been told, and she's not really a prude. She's been felt up and made out and done pretty much everything except the actual act itself, so she knows how to make someone feel good, both with her hands and with magic tricks. Her friends talked about their experiences with her and the things they did to make it pleasurable, so Lonnie is fairly certain that if she wanted to, she could easily satisfy someone well. The problem was that she was one of the kinds of people who could not engage in that sort of thing without getting attached.
Getting attached was possibly one of the most dangerous things to do in the Circle. She had seen couples completely in love forced away from each other, children taken from their parents and secret loves shattered because of one thing or another, just because they were mages. And so, for someone like her who equated sex with affection and permanent ties, sex was dangerous. In the Circle, when she explained to people why she couldn't sleep with them, they would understand and look at her with sympathetic eyes.
Her problem has not gone away now that she's outside the Circle; in fact, it's worse, because she has become attached to someone without actually doing anything with him. This would make her happy, but the person she wants doesn't want her quite like she wants him. She has to tell Zevran that she cannot sleep with him because she would make him miserable, because she wants more from him that he can give, and it would be wrong to chain him down like that. She doesn't wait for his response and goes to cry quietly in her tent.
The next morning as they walk, Alistair comes up next to Lonnie and puts an arm around her, letting her lean against him. He does not judge as she sniffs softly and instead says things to make her laugh.
She does not notice the elf standing in the back, watching her figure with something like regret in his eyes.