The key phrase here is go far.
Collins Dictionary's first American English definition for "go far" I think gets at the notion used here:
to cover much extent; last long
So given that definition, the meaning of the larger phrase is not so much "why did you help me [in general]" as it is "why did you help me that much."
To do a favor or two for someone is one thing; to give up your job for them is a much bigger deal. And especially if the girl doesn't think she deserves the help, she probably thinks that the other girl giving up her job is more help than she could reasonably ask for.
The girl getting the help is asking the other girl why she would do so much to help her.