According to PETA world website:

What's a vegetarian or vegan?
A vegetarian doesn’t eat any animal flesh—like chicken, beef, pork, or fish. A vegan doesn’t eat animal flesh or any other animal products—like eggs, milk, or cheese. Most vegans also don’t wear animal skins, such as fur or leather.


MOST being the keyword here. Maybe she is one one who does.
OR better yet its posssible its a fake (faux) fur.

Strongest Closer in the Game!
"The Weak Survive & The Strong Evolve!"
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Oh and I forgot ... DO PANIC!