Usually, budgies don't react like that to mites, it would be just like a constant itching. However, if she seems to be repeatedly acting out of frustration or irritation, it could definitely be an issue. Is there any crustiness on her cere, legs, or around her eyes? That could indicate a mite infestation.
Also, moulting budgies routinely feel discomfort as the new feathers come enclosed in keratin sheaths that are very itchy as they come up through the skin. She could be reacting to this, as well. You can try offering her a shallow pan of water to bathe in or mist her lightly (aim the spray above the cage so it falls on her like rain) to help alleviate some of the sensation, if she likes that.
During her moult, you can also supplement her diet with some egg, either hard boiled and mashed or scrambled, and flax seeds, as both have added healthy fats and protein to help along the process of new feathers.
If she still seems just fine in a few hours it was most likely an exclamation of her discontent with one of these two situations
All moults vary in degrees of severity so if she hasn't done this before now it could be that this one is particularly rough for her.
Since there is no longer any sense of urgency, I've moved this thread to the Follow-up section now