If she welcomes your presence then she'll be fine leaving the others BUT once you leave she needs to be back in with the others. The herd represents security. A mare will drive her rampunctious foal to the outskirts of the herd but keeps a close eye on it. The foal knows it's easy pickings out there and will run and cry and beg to come back in. Only when the mare feels he's learned his lesson is he allowed to come back to the safety of the others. This is what is going on with your mare when she's left alone. In her mind she's on the outskirts and that makes her easy pickings.