Mia started as she was addressed, however, she was already trying to analyze the situation. Two people were fighting each other, and she had no idea where she was. One person was obviously trying to get her to recognize her, and thus it followed that she had lost her memory. This fitted in perfectly with the fact that she could recall nothing before this point in time. The situation was also quite obviously a dangerous one, which meant that she would need to choose her actions wisely, or she might end up dead before she knew why she was here. By the smile on the man beside her's face, she already knew he was evil, and had something to do with this fight. Furthermore, despite holding herself like a trained fighter, Blake hadn't made use of Yang's distraction, as she should have. This meant that Blake was holding back. Furthermore their expressions were ones of reluctance, as they obviously didn't want to fight. They were friends, sisters, lovers, or in some other way close.
Mia's amnesia had done nothing to remove her ability to analyze a situation, and her keen mind was already searching for an answer. She could pretend not to have amnesia, but without any knowledge as to what her previous personality had been like, that would be virtually impossible. Yang was immediately deduced as not hostile, Blake was a potential, if reluctant, threat, and Bob was most definitely dangerous. As such, Mia decided the most logical course of action was to scream and hold her head, hoping that whatever had caused her amnesia could logically cause an incredible headache, as it removed the need for acting.