Robin's refusal to take things too seriously and the giant chip on Will's shoulder are indeed meant to be character flaws. You'll get to know them both more in-depth in the full game. Also, Marion lives in a much more dangerous world than we do and has dealt with bandits regularly over the last few years. So she's better at keeping her head in this situation than you or I, though she's still pretty scared.
That makes sense. I'm sure it will become more apparent as her background and things come to light. I guess in the 1938 Robin Hood with Errol Flynn he (Robin) does initially kidnap her and her party and joke with them before telling her what he's all about.