As many people have pointed out, I don't think Sigrun is incompetent at all. She's a captain, she's seen action, she knows first-hand just what they're up against and how horrifying it can get. She knows that as captain, if she ****s up, people will die horribly.
I think that her natural character just is really, uh, energetic to the point of being overcharged. Maybe it's a more general survival tactic with the Norwegians; life is so hard that you have to have a CHAAARGE AT IT attitude to pull through and keep going and go to yet another and another and another mission and take the damage and recover and go again. Definitely she likes attention and loudness and trolling people and bossing them around, is brash and straightforward and has a rough sense of humour bordering on hazing. She doesn't mean ill, but is accidentally rude and probably disrespects the heck out of useless civilians.
It's interesting how she assumes Lalli can't even read a map but at the same time is curious about him and seems to fully trust his ability to fulfill his orders. She's used to things getting done when she gives the word. She's used to orders being OBEYED and her team being trustworthy, I think, which is why she can joke about it and doesn't stress about attaining the authority through shouting or being strict.
I think she really loves adventure and gets a kick out of danger and getting out of tough spots alive and facing improbable odds AND BEATING THEM HELL YEAH TAKE THAT MOTHERF*CKER TELL YO MOMMA I SAID HI. I can't wait to see her in action. I have no doub't she'll heroically take down something huge with rash recklessness about her own welfare and Tuuri will start to worship her even more.