Steven is surprisingly mature (though flamboyant to David Bowie levels, which isn't really surprising considering his surrogate mothers). He's battled against his near certain demise multiple times, had to deal with the micromanaging emotional troubles of the kerfuffle that are the crystal gems, and he's made firm executive decisions on shit he clearly disagrees with, such as stopping Bismuth from committing warcrimes. He's also more honest than Rose in that way, as he actually told the rest what happened.
Connie's just a kid who got trained to be decent at swordfighting. In every battle she's not fused, she clams up. She has no real experience of pressure of the battlefield (which steven does, and equates it to more trivial stuff like fairgrounds and obstacle courses), which is unsurprising considering Steven is more familiar with this stuff.
That being said, it was merely symptomatic of her PTSD, rather than the act itself which she was obviously guilty for. She knows she's unprepared, and that's why she feels shit.