I think it depends on the scenario to an extent. Though I don't think you are remotely unreasonable to find her behavior rude or weird.
I've been to parties where everyone brought several decent bottles, the hosts had also laid a fair bit on and there was no chance of anyone running out of nice things to drink, and it was a genuine 'drink whatever you find, there is plenty' sort of feeling.
In such a situation, hanging on to what you have brought with a deathgrip is really decidedly weird - and rude... and possibly indicative of issues with alcohol if she was hanging on to the bottles to ensure she got 'enough'.
However, I have also been to parties where a number of other people have brought cheap nasty booze, only to abandon it and go cruising for something better to drink... so in such a scenario, no way in hell am I putting down my yummy wine for them to slurp on when they were too cheap to bring something drinkable to add to the 'bar'.
It is also possible that she only enjoys a few types of wine, so if on arrival she noted that she was the only person to bring that kind of wine it isn't totally unreasonable of her to have kept it with her... though in that situation it would probably be polite to speak up: "oh, I only really like Merlot, and I seem to be the only person who brought some... shall I keep the bottles with me?" Still a bit odd, but at least it explains things and makes other people not think you are a rude alcoholic weirdo.