Diary of a Perfect Murder - S1-E1
Character mistake: Prosecutor "Death Row" Hawkins finishes speaking with prospective jury member Mr. Cooper and tags in The Defense attorney, saying, "Mr. Matlock, your witness." Naturally, Cooper is not a witness of anything; they are selecting the jury.
Answer: If it was ever found out that she was at Terry's house before he was killed, there's a possibility that a lot of people would have begun to suspect her of murdering Terry. By claiming that she wasn't, she was hoping that people wouldn't accuse her of the murder.