Singaporeans had always been depicted as stone cold creatures, akin to New Yorkers...& mostly true...
Within yourself, you had proven that you have a strong moral compass, a compassionate side, but equally, being bound by societal norms to trust no one & fear of rejection or even scorn to yourself in a public space which may lead to embarrassment, you chose to walked away...& within that moral compass that lays within you, you feel a sense of guilt & thus your post here, to understand what you felt & feeling now...
It's only normal as most are not prepared for such scenes or the necessary reaction to it, but it may become a learning lesson on how you would react next time, as EACH Human is precious & means something special to another.
Just ignore social norms or fears, go across to her & ask if she is alright, or if you have the time, simply follow her out of the MRT station when she alights, & just make light conversations. If she rejects, then give her the quiet space she needs to sort out her issues.
If she responds, then suggest a coffeeshop to have a drink, to talk it over, BUT BEAR IN MIND - she is NOT your responsibility or her crutch as there may be issues even beyond your comprehension & ability to resolve.
Your motive would be to suggest to her the avenues where various legitimate National SOCIAL help can be obtained with just a click on Uncle Google. Anything more, just smile & apologize & wish her the best, & walk away, with head held high as you had within your conscience & spared time, to uplift another fellow Human being.... it may had been a scam, or thru your thoughtful actions, you may had saved a vulnerable life....