Hi there. i know this was posted a while ago, days ago, but i have some thoughts. for what it's worth (and it might not be worth much) i'm in school for a doctorate in clinical psychology...
why she thinks she keeps them and why she might really keep them:
she may not know why she keeps the scars. something about them is comforting, reassures. scars are maybe a reminder of control, the control she had over others or herself. she may think that it makes her seem aggressive and tough, that it may make foes think twice before attacking.she may scorn magic or magical healing as wimpy or not truly warrior-esque. it may be that the only way she sees fit to heal from battle is by her own body's ability to heal itself. doing otherwise would be a short-cut and may minimize the full experience of being a warrior.
those who self-mutilate see their cutting etc as a way to control their emotions, a way to treat their own pain...and it's effective. it can be punitive to the self, but not necessarily. it also separates oneself from others. it forces other to notice one's toughness or ability to endure pain (physical? emotional). it reminds others to watch out, that her emotions are intense. and maybe it reminds her to watch out and keep an eye on herself. encourages her to keep training?
What she says to friends and people she doesn't like:
she may minimize the scars to friends. "a flesh wound" or she may be able and comfortable to discuss her possible pride in the scars and what they may stand for. to those she doesn't like, i see defensiveness, anger. those she really doesn't like may be threatened, with their own scars or maybe more of hers if it makes them uncomfortable. there may be a really conflicted experience inside regarding talking about the scars. maybe she's not sure why she keeps them or doesn't feel like defending herself to anyone. she is maybe ashamed and proud simultaneously?
i think it makes a lot of sense that she would explain that others wouldn't understand. just the fact that others are curious or critical shows that they don't get it and see her as an anomaly, which is understandable and not understandable to her.
these are some of my thoughts...sorry it's a little long. a very interesting topic. complicated character.