I believe that is because she is not Laura Palmer but is a tulpa of Laura Palmer created by the Fireman, but she is our Laura Palmer, the Laura we have seen in Fire Walk With Me and is killed by Bob.

I think the real Laura Palmer was taken and hidden away in Odessa.

If you notice in FWWM there’s a scene Laura’s in her room and the room lights up a little and she is screaming why are you making me do this. I think this is not as usual her talking to Bob but she is talking to the Fireman because as a tulpa she is not in control of her life and must do what she has been created and destined to do.

Laura tells James in the woods that ‘I’m not your Laura, she’s gone now.’ She is telling him she is a tulpa. James leaves in frustration on his motorcycle, when he is stopped at a red light and decides to run it because he unlike her has a choice not to obey the rules.

Now this may be a stretch but I believe Cooper has all of Dougie’s memories and Mr. C’s too, and when he is Richard he is different because of this, and he asks Dianne if she remembers everything I think he means she has remembered her tulpa’s memories too, and so going in this I think the lodge Laura we see has all Laura’s memories and her own and when we meet who I believe is the original Laura who is introduced as Carrie Paige she has yet to have all her memories restored until the final moment, then she is as I believe Cooper in this scene is and an amalgamation of all her selves.