The Shibuya incident was happening, just at the moment that Nanami had saved Nobara and Nitta with your support... And everything was fine: Until Nanami tells you that she has to continue supporting the others, ending up giving you an order, telling you that you have to follow her even if it costs you your life.
The order that Nanami had given you was that you should not allow Nobara to go to the place where the other battles were taking place, and that you should keep her with you at all times. What it specifically meant was that you take care of her.
Nobara looks pretty irritated by this: she wants to help, but you can't let her because she might get hurt (wink, wink)
"Let me go!"
She She tells you this with an authoritarian and stubborn tone. She doesn't plan to give up so easily, she wants to go help save her teacher and support others