... and we also need to know why she gets the Physiotherapy.

Normally, pain should not occur at all with exercises.
So, she either experiences pain because her knees are troubling her, in which case the exercises or mobilisations need to be altered, or, she experiences pain because she objects to the intervention.

We do no longer tend to force patients doing any exercises, even if we know that they will be beneficial, as Physio treatment these days is patient goal driven. So, basically, if there is a weakness - you do strengthening exercises, if the patient wants to get stronger.
I would let her determine what her goals are and assist her in suggeting ways on how to achieve them. This is the only way on how to get her bying in to a programme, which ultimately then will be successful.

Regards,
Fyzzio