It's impossible for most of us on these forums to comprehend Katjaa's mind state at this time. I may be being a tad presumptive but I would guess there are not many mothers with young children playing this game.
Losing their only child (and in such an unnatural and drawn out way) would have completely destroyed her. I can easily understand why she decided there was no reason for her to continue. This was not a selfish decision, this woman had lost everything that mattered to her in the world.
To those people who ask how she could have left Kenny, the uncomfortable truth is that Kenny is just her husband. Duck was her child. We can assume she gave birth to him in the normal way and raised him herself so that bond is far stronger than anything a husband and wife can have.