It is part of human nature to adopt one slant when addressing one person, and a different slant when addressing someone else. These letters are basically between Wallis and her former husband, so she may have been slanting her words to reassure him, make him feel better, or to defend her decisions and actions as being "outside my control." If letters emerged in which Wallis wrote to people other than Earnest saying the exact same sentiments, this story would have greater validity in my eyes.
But even if she was being 100% straightforward with her ex husband, it isn't that surprising that she felt somewhat trapped and handled. It seems to me that Wallis was a lady used to being in the driver's seat, if you will. Part of her power was her ability to manipulate the men around her to suit her. Once he became king, Edward was no longer in control of his own role and life - the British and Commonwealth Governments were. By extension she lost her ability to control, which to a lady like Wallis would have made the relationship no longer attractive.
She certainly tried to exit gracefully, but it was too late. She yes, she was trapped - but never forget it was a cage of her own making. Perhaps not the exact cage she had imagined, but one she had participated in building by getting involved with Edward in the first place.
