Why is my puppy so shy?

I'm adopting a 4 month old chihuahua from my local shelter. I went to see her today and she's in a cage with the dog found with her as a puppy. When I went up to the cage she was wagging her tail, kissing my hands, and being all around playful; but when we went to meet her separately in a different part of the shelter, she completely changed. She was shaking like crazy with her tail between her legs. She had no aggression and didn't try to get away from me when I held her but I'm just curious to why she changed so drastically? They put her back with her sister and we went back to the cage and she turned right back into the playful loving dog again. Is she just attached to the other dog like it's the mom and just needs to get used to me and my family or is it always going to be like that? I have a gentle dog at home maybe they will bond the same way and feel safe? Please answer this ASAP I need to make my decision by tomorrow thanks!