This still roughly means "to come (to the speaker)", but its subject can often be some intangible stimulation (e.g., pain, stink, hunger) or strong emotion (e.g., sorrow, anger). In English, perhaps "to strike (me)" or "to come off (to me)" is somewhat close.
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In your context, what comes is not explicitly stated, but it suggests the speaker is psychologically moved in some way or another. She seems to be acting haughty, so I guess she euphemistically implied or without saying it directly.
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> It's pretty nerve-wracking if you distance yourself from me.