At this point why should she be grateful?
Well she's could have said thanks when he saved her from being assassinated. He's only there to save her, but then again she doesn't know that ╮(￣▽￣)╭
Well even we don't know what his game is. At this point shes pretty justified to think that his hand is in this mess. He cripled his brother, "miraculously" saved his father, has a pretty bad reputation so on. She hates him and doesnt feel that she have to be thankfull to him. She probably thinks that he has some bussiness with that assasination attempt too.
Well that's true. I only looked one point of view and that was when the dagger was on the ground and he stopped her. I didn't really look any other ways. You are right with all of these. At this currently point she's got nothing to thankful for from him.
This is my opinion but she seems ungrateful to me at this current time. This opinion might change later in the manga.