I think she was not expecting the publish tax returns question. She only hesitated because she didn't want to set a precedent that would be applied to every candidate for leadership from now on.
I mean, I doubt Angela eagle has received much that she'd not want to have to explain publicly but even if you are on £10k a year, would you want to have to talk about each penny in a hostile interview, rather than talk about what you'd like to do if you get the job?
MG was able to answer more easily because he had the benefit of knowing the question was coming.