1) She wouldn't ask for help, since she's already gotten burned once by appearing in front of Black Ajah Sisters in a weakened condition. If any of the Sisters recognized it and realized what the necklace was, she would be in a position similar to the one Egwene, Nynaeve and Elayne had her in, and even worse, under subordinates she had punished and subsequently lost the respect of.

2) She didn't know the technique needed to remove the collar. Nynaeve and Elayne figured this out through multiple attempts by trial and error. Once they figured out how, they used it to free Egwene. Egwene learned how to remove the collar using the Power afterwards, but it is a very specific set of movements needed to unclasp the collar. Even worse, the collar prevents you from making movements or using the Power in such a way that would destroy or remove it, so she would have found herself, if Skimming to a barely known place, unable to even attempt to save herself. She would then be at the mercy of anyone who found her in this weakened state, which would have been unthinkable for her.