Some things just need to be seen to be believed, and apparently for Cat Zingano she just didn't think Ronda Rousey would be looking for an armbar when the two of them met in the cage.
One of the more peculiar aspects of MMA is just how insular many fighters tend to be when it comes to actually looking at their opponents and how they fight. There are some dedicated tape studies among the ranks of MMA competitors, but many fighters choose to actively ignore their opponent, to let their coaches do the studying and bring that knowledge into their training.