The main theme of the scam is that someone (be it a young women or a young men) contacts a potential victim on a dating site, quickly involves the potential victim into romantic online-relationship, and then asks the potential victim for financial assistance with arranging a person meeting.
If some other details match as well, there is larger chance that your lady is involved somehow after all. Is there anything else in her behavior that you feel uneasy about?
Start verifying your ladys information and biographical info, if possible. If nothing else matches your ladys information, if you checked her identity and she really exists, and there are no other troubling signs in your ladys behavior, then I would recommend continuing your correspondence, but being very observant about her behavior, in case it will start becoming more troubling in the future.
If they match, then most likely your lady is really involved. Is there any objective evidence of a scam being presented?
Or does it sound more like some disgruntled ex-penpal wenting off because she didnt appreciate his attention enough?
And even if the person is confirmed to be real, you are anything but safe from a scam.