By the time Natasha finally broke free of the Red Room's control, Yelena had already grown up and become one of the Red Room's "Widows."
After learning the truth about her origins, Yelena both loved and hated family members like Red Guardian, Melina, and Natasha.
She loved them because, ever since she could remember, they had been her family.
In her mind, Red Guardian was her father, Melina was her mother, and Natasha was her sister.
But then, all of a sudden, everyone told her that it had all been a lie.
Her parents were fake, her sister was fake, and even she herself had merely been a tool for a mission.
That reversal dealt a devastating blow to Yelena's heart, one she could not accept.
From then on, she hated Black Widow, as well as the parents she had never seen again after they separated.
Black Widow had gone to see her during that time.
But Yelena still harbored resentment, and whenever the sisters met, they would start fighting.
Later, Black Widow defected to the United States and joined S.H.I.E.L.D., and the two lost contact entirely.
Who would have expected Yelena to suddenly send a distress message recently?
Given how much she hated her family, she would never have asked Black Widow for help unless she had been driven into a desperate situation where life and death were uncertain.
It might even have been a final farewell.
Yelena did not know where her adoptive parents were, nor could she contact them.
If she wanted to say goodbye, then in this world, her sister Natasha was her only "family."
"Ugh... I don't know how to face Yelena. Even though I had no choice back then, I still feel like I failed her. I never fulfilled my responsibility as her sister."