She must feel really high up at that size, but stablished EGS canon (well, established via Q&A) is that Catalina is extra durable while shrunk, and would be fine if she were dropped.
Also, she's much lighter than normal, and the literal distance remains the same, so she'd hit with a lot less force, too.
Also, she's a catgirl, and presumably could land on all fours in spite of still quite clearly being bipedal and not at all transformed in such a way for such a thing to make sense, but it would be in keeping with the cat theme, so obviously it would work anyway.
So maybe there are several reasons see doesn't have to worry about falling, but that's not gonna stop her. Granted, it looks like something else stopped her, but that's beside the point.