1) Penny brings Shii Ann into an alliance consisting of herself/Erin/Jake/Ken/Shii Ann.
2) Penny then tells Rob/Steph/Jed that she and Erin will vote out Shii Ann.
3) Shii Ann has no where to go, no mobility whatsoever to make deals with anyone, that she had to stay loyal to the alliance or be removed from the game.
4) Shii Ann had no abillity to make ANY sort of deal with Steph/Jed/Robb.
5) As a result, until the merge, Shii Ann HAD to dance to whatever tune Penny set.