Quests were either easy or difficult based on the character one played as and the type of Quest they obtained. Considering her first Quest as an example, if Re'Kha had chosen to chase the thugs on foot, then she would have simply failed the Quest.
Her speed would make her unable to even close in on the speeding bike. Moreover, the exertion might tire her, cause her clothes to tear, or even make her faint under exhaustion. After all, her body was one that hardly ever did any physical activity. So, it was tremendously frail.
The moment she fainted, Re'Kha was unsure as to what might happen to her. Maybe she might end up in a hospital or maybe someone might use this chaos to kidnap her. Either way, she would have been too late to reclaim her purse.