Sophia really went for special training, but it's not some organized special training camp. Actually, at her level as an assassin, only a select few around the world, like Li Yifei, can still teach her. Those group training places really can't teach Sophia anything; she'd go there as an instructor, not a student.
The truth is, after Sophia was injured last time, she had some personal insights. After parting from Li Yifei, Sophia found a quiet place to live alone, reflect, as she encountered a bottleneck that she needed to break through.
After staying two or three months, Sophia emerged this time, having broken through the bottleneck. But who knew she would encounter Satan right after coming out, and not only did she not have the capacity to confront Satan, she was directly terrified into immobility. This left Sophia with a slight sense of defeat.
