As others have said, this is not correct English, and since you had used correct English, it seems strange. I see a few possibilities, most of which have already been suggested.
1) She isn't a native English speaker. Or, she is a native English speaker with terrible English or typing skills. That is, this was her legitimate best attempt to ask "You don't understand?"
2) She was mocking you. I actually find this unlikely. Plausible, but it's just... a weird way to mock someone. Parroting someone in a mocking way is common, but this is a bit too different for straight parroting.
3) She was switching to a kind of "Pidgin English" - trying to use a minimal subset of English that will hopefully make the core meaning obvious even to those with most basic English. I like this idea. I have done it myself, on occasion. But there's the fact that you've coped perfectly well with inflecting and contracting "don't" in your very previous message! Why would she not use the word you used, if she was trying to make herself understood to you? Perhaps if she was expecting you to be using an online translator...
4) The first thing I thought when I saw the title, though, was that it was a meme quote: Y U NO UNDERSTAND?
I think this is the most likely - she was referencing the meme, assuming that you'd understand. Like in-jokes, internet memes are something people share with a grin, to be friendly. So, she was being friendly.
5) She's a troll, her pic is fake, she's actually some guy in his mom's basement, and she just speaks in meme speak because that's how trolls speak.
6) A bot using simple but inaccurate grammar rules to respond to things said in the chat.