Yes, Vanya's unstable. Anyone would be unstable with these powers suddenly thrust upon them. And it's not just a matter of letting her choose her training it's about letting her choose the Academy. Letting her choose them.

But Diego is spiraling a little and she reaches to place a hand on his arm gently before writing her response:

She's our sister.

That's all there is to it. She's their sister. Vanya needs to steer the ship, and they have to trust her too.