You may already know this now, but I want to post it for those who don't because it's really cool and way ahead of its time.
That was for the VMU, the visual memory card. It stored your game saves but also some games had minigames you could play directly on it, often with bonuses in the main game. In the Sonic Adventure games you could take care of chao and such on it. That thing ate batteries like candy though.
"Because I feel like it."
So in other words, because she wants to? As in, "because it's her body and she can do whatever she wants with it"?