That's assuming she had the option of remaining/taking the child with her.
Alternatively, Grace's mother might have been a prisoner of war and forced into the same trade that eventually claimed her child. Which might explain how the Bana knew about/managed to track her down to confirm her herritage better than ther idea that she's an amazon through her father (assuming the Bana didn't slaughter their male offspring outright but simply placed them outside the storm barrier to die of exposure and daddy was found before that death occurred...)