I like the idea I've read that Sylvie became a nexus event because she was going to be good, when Loki is supposed to be bad. She was playing in her room with a Valkyrie doll when she was taken, and she yelled for people to help the other guy being restrained. As a girl, she could've had aspirations of actually becoming a Valkyrie, and that would go against the path Loki is supposed to take. Until then, being a girl may not have been enough to cause a nexus event, because she could've still gone down the villain route.
Not to mention she doesn't want to rule the TVA, she just wants to tear down what she thinks is a corrupt fascist organization; something a hero would want to do.