Because she can't trust Magnus.
She wanted death, not to be alone in a prison forever
as the person said above, she has already experienced being trapped by magus and now that she knows it can happen again she wants to run. better the enemy you know, then the enemy you don't know. she may hate her family, but she knows what to expect from them, she doesn't know when or if magus will trap her again.
She can't return back to her 2nd life and is stuck in her original world. After realizing magnus is recreating the place he where he left her in the first life she doesnt trust him. I mean it's better to go with people you hate than repeat a previous grievance and die alone.
Alright somebody needs to explain what the hell is happening... Illiana hated her family enough to plot treason to get them all killed and now despite all that hatred she's gonna back to her father?? Like I hate her parents for forcing her to manifest that dark power and i absolutely understand why she wanted revenge then WHY THE FUCK IS SHE GOING BACK??????