The agent confessed that while she was on a task force stakeout with Port Authority officer Emily Shaw, nearby gunmen shot at Shaw after she exited the police vehicle, and she died before Quinn could do anything about it.
Because Quinn was arguing with her fiancé over the phone, and it was only polite for Shaw to give her partner some privacy.
Why did she get out of the car in the first place?
Because this was the kind of story that not just anyone could hear about, Gibbs takes the trip to Philadelphia himself after a distressed Quinn succumbed to disturbing flashbacks and hit up a bar for liquid therapy.