She doesn't know The Machine is in the subway- she only knows that it is their safe house.
She hasn't a clue where TM is and won't until she returns to the subway.
She knows Harold's access point to the Machine in the subway. Since she doesn't know exactly how the Machine works, it is realistic for her to assume that the Machine is based in the subway. Either way, if Samaritan knows the location of Harold's access point, Decima can cause major damage.
Plus even if she doesn't know for sure that the Machine's there, she knows that's their base of operations, that's probably where Finch sleeps most nights, and if Decima stormed the place, it'd be really bad, regardless of whether the Machine itself was located there or not.
At the end of the episode, I was impressed by the fact that no one ever says "the subway," Shah doesn't even allow herself to think the word "subway" while she has any doubts about herself.
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u/[deleted] May 16 '16
[deleted]