WARNING: The following contains spoilers for Attack on Titan Season 4, Episode 23, "Sunset," now streaming on Funimation, Hulu, and Crunchyroll.
Annie Leonhart finally explained her backstory in the most she's ever talked during the entirety of Attack on Titan. Despite encasing herself in an impenetrable shell with Titan hardening, Annie has been semi-conscious for the past four years. After listening to Hitch and Armin talk during their visits, Annie decided it was her time to be listened to as she finally explained why she did what she did when she first infiltrated Paradis Island. Unlike the other Warrior Candidates of Marley, Annie wasn't radicalized against Eldians so much as she just didn't care about anyone's lives in the first place.
Annie was abandoned as an infant because she was the child of an affair between a Marleyan woman and an Eldian man. Left near the gates of the Liberio Internment Zone, a different Eldian man took her in and raised her to be a Warrior so that he could have a cushy life as an Honorary Marleyan. Annie spent her entire childhood in harsh combat training with her foster father, learning the unique fighting style of his homeland. Once Annie mastered the style, she crippled her foster father, breaking his leg in such a way that he'd never be able to walk properly again.
The result of Annie's rough childhood is that she never developed the ability to care about any life -- Marleyans', Eldians', insects', or even her own. Annie's sadistic slaughter of hordes of Survey Corps members during Season 1 wasn't because she hated Eldians, but because life just doesn't matter to her. Marley taught Annie and the other Warrior Candidates that any killing, soldiers or civilians, done in the act of war was justified, which was perfect for Annie because she didn't mind killing anyway. Marley's opinion on Eldians was that there's nothing a person could do to them that they didn't deserve because of the sins of their ancestors.
The morning Annie was scheduled to leave for the mission to retake the Founding Titan from Paradis Island, her foster father broke down in tears, apologizing for raising her the way that he did. Her father only asked that she come back alive and that he didn't care about being an Honorary Marleyan as long as she came back. Annie was moved to tears by having a person show care for her for the first time in her life, and she devoted herself fully to the mission so that it would be over sooner, and she could return to her father.
Now that Annie has awoken all these years later, her goal remains unchanged -- she wants to go home to her father. Unfortunately, she may not have a father to go back to. After the Eldians in the Liberio Internment Zone tried to warn Marley about the Rumbling, a scuffle ensued in which Annie's father lunged at a guard, and a gunshot was heard. Even if the gunshot was a red herring and Annie's father is fine, the Rumbling is still coming and Eren has already indicated that no one beyond Paradis Island would be spared, meaning that the Eldians in Marley are doomed.
Annie Leonhart has been away from the series for so long that it's not clear what role she could possibly have going forward. Annie understands that there's little chance she'll be reunited with her father now that the Rumbling has begun, but she still doesn't care about anything or anyone. If the survivors of the battle of Shiganshina do band together to try to stop Eren, it would be surprising if Annie joined them, given that she's not a big enough fan of the world to care to save it.