I don't understand though why she felt the need to go up several flights of stairs. She seemed to know where she was going and that didn't make sense to me at all.

Other threads confirm this. The version usually seen, where Edna screams and plunges to her death without such an extra scene, doesn't make much sense. We should understand she's horrified by Christiane's unmasked face and falls from the window in panic, not intending to kill herself at all. An unfortunate cut, as one might say. (An alternative would have been: she removes her own bandages. Ouch.)
"I beseech ye in the bowels of Christ, think that ye may be mistaken."