When we first started my wife absolutely didn't want to do same room. She didn't like being watched and she didn't want to see, and subsequently "compare" herself to the other woman. Plus, she liked the fact that she didn't feel like she was putting on a show and could just be herself with the other guy. So no, I don't see it as a red flag either. I think people are all comfortable with different things. I would just ask her why. If her reasons make sense and you are both ok with separate room play, I don't see why it would stop anything. At least not at this point.