Maybe when everything is exploding around you, you don't necessarily notice one thing. Maybe she came on to the scene just that moment. Maybe the villain is in front of her holding someone hostage. Maybe it is just something that you can take any way you want.
I would agree with the last "maybe" the most. It's not canon anyway, so it does not need to make sense! Now the question is, if there is indeed something going on that we do not see, what could be so threatening that she would ignore a huge explotion at a tourist attraction for? Speculation that assumes a normal Supergirl: big fight going on with a big bad guy, area has already been evacuated, so no lives in danger. Alternative "girl gone bad"speculation: Supergirl went rogue for whatever reason, and is on a rampage.