The script gives a fairly good run-down of what's going through her head. She's stunned and unsure whether she should know why she's in his bed. She's nervous and apprehensive, but not wanting to make the situation worse by overreacting.
SCOTTIE: Yes?... No, it's all right; I'll call you back. Yes. Yes!
[He hangs up, and tries to smile down at Madeleine, who has not moved,
but has followed his every move with fright and apprehension.]
SCOTTIE: Are you all right?
[No answer, only the eyes staring at him. And then he realizes, with
some embarrassment, that she cannot move, that she is naked under the
bedclothes, and he reaches across to the dressing gown he has laid out
for her on the bed, and moves it closer to her.]
SCOTTIE: Oh... you'll want this...
[He gives her a reassuring nod and smile, straightens up and goes to
the door, and goes into the living room, closing the bedroom door
behind him. And she stares after him as he goes. In the living room,
he moves to the fireplace, puts another log on, and watches it catch.
The bedroom door behind him opens, and he turns to face Madeleine.
She has the dressing gown belted tightly around the middle and holds
it together with one band at her breast. And she stands there staring
at him nervously, frightened, not wanting to admit that she does not
know how she came there, but wanting very much to know. And she cannot
help herself: knowing her own fears, she has to ask.]
She's actutely aware of her nakedness under her dressing gown, but she doesn't seem to feel that she's been sexually assaulted. She's more embarassed about having been seen nude than worried that she's been touched inappropriately. 'Scottie' has given zero indication of being anything other than a perfect gentleman.
[And now, knowing that he dried her hair, she realizes that he must
have taken her clothes off, too, and she looks down at her body with
deep awareness of her nakedness, and draws the dressing gown more
closely to her, and looks back at him with frightened embarrassment.
And her head begins to move quickly, the eyes darting about the
apartment as though seeking a way of escape, and she sees the
clothes hanging in the kitchen. And she looks back to Scottie
appealingly.]