While she will never tell Blake what exactly happened to her in the slums if she went there alone, it wasn't pretty. When both she, and Blake are there, Whitecastle is mostly focused on Blake, and doesn't care much for Iris, but when she's there alone, things are a bit different. Plus, it's just a huge blow to her pride in general, and she feels a lot worse if there's no one to share it with.
But as long as Melinda's route goes, I recommend running away from the slums the first chance you get (there are actually three possible ways to do that, but the later two will make you lose one of Melinda's scenes).