I'd read beforehand that Aliona was going to give a bad reaction so was primed for scowls and foot-stamping. Her expression was fixed and she didn't look delighted but I didn't find her rude. I'm neither a fan nor an opponent of Aliona so I'm not being partial towards her.
The quicker she takes charge of that relationship the better. If Gregg is left to set the tone, he'll try too hard and come across badly. She needs to get him off-balance, working hard, and out of his comfort zone to cut off his defence-mechanism attempts to charm.
PS the early training sessions are my very favourite bit of the show, where you get to see how the various characters work together or not, and watch the pros gauge the limitations (or talents) of their partners