this is really common I think.
One reason is that they associate the 'bursting' sensation as the time when they need to wee, rather than the 'I'm a bit full' sensation.
Another reason is not wanting to stop what they are doing.
I had it with 2 of mine. We used a bottle and water jug to show them how the bladder works, so bottle fills up a little bit and then a bit more and then look it is nearly full, OH NO now it is right full to the very very top, and I need to empty it. Get them to pick it up to empty it and of course it spills over their hands.
Can do this as a game, everyone gets wet etc. But then try emptying it when it is full, but not overfull, and they can empty it without spilling.
That is your bladder. Grown ups, and older children have learnt to spot when they are full but not full to bursting. I wonder if you can elarn to spot that too.
Then make a game out of it, when she is busy, whisper - I wonder, are you nearly full, full or full to bursting????
Then reward each time they managed to recognise when they were full. (and be very laid none committal about the times when they get it wrong)
This also helped us with going for a wee before leaving the house or getting in the car, start with an empty bottle and there is loads of space for it to fill up when we are out. But if it is half full, not much space and we'll need ot find a loo/ stop the car quickly.