If Anna hadn't been just outside the door, she probably wouldn't even have heard Elsa.
Now, she can't block it out.
She has two options: she can ignore it until Elsa stops and they pretend it never happened, or she can try and offer comfort.
Anna wonders how wrong it is for her to feel like crying, too. It's stupid, but she's a stupid girl. Her own happiness is dependent on Elsa's because how else can she be happy when she ruined this woman's life?
...
She stands up and knocks on the door.