“The first time through, episode 4 baffled me a bit. But, thinking it over, and having read the book recently enough, I think that Emma not asking Annie why she’s calling off the wedding has to do with how coy she is in the book. Emma is not the type to deal with things directly, especially in the beginning of the book - she never thought to ask Mr. Elton who he was addressing his poem to, for example, only dropping hints that she knew - or thought she did. She thinks it is proper to be coy about such things, but, as we see later, it only leads to trouble. So right now, in Emma Approved, she think it’s improper of her to ask Annie directly about why she wants to call the wedding off, and instead tries to get her to stop in a roundabout way.
Plus, I can’t help but wonder if, in this version, Emma’s mother didn’t die, but divorced her father instead. That might explain why she has such an emotional investment in this wedding beyond the money.”