It really is personal call: Of the MC, but really of the group at the table.
That said, I'm really uncomfortable with the idea of "It's your character, but you don't get a say in what happens to them." It's one of the reasons I like this game: that in essence you always have a say in what happens. But I do agree that the consequences of moves have to matter.
I'm going to blather here for a bit, to clarify thoughts.
The framing of this is interesting: the original setup describe Rouge making a series of moves (and succeeding) against Fifi, but doesn't say anything about Fifi making moves in response. In a way, I see this as a tacit agreement same way that if the MC's indirect moves go unstopped then they just come to fruition: if another PC is trying to kill you and you do nothing to stop them, well, you're dead. your choice.
But if Fifi is making moves trying to get out of this situation, then the only way to get to this position is for a lot of Fifi's moves to have been failures. And here the MC has chosen to make this situation possible: in essence, failures must have been interpreted as "You become more vulnerable to Rouge." In theory, the MC can interpret that failure to do something else, to inject more craziness to the situation from outside, but I can see that Fifi failing shouldn't lead to Rouge failing directly, but is it kosher to introduce situations that not only fuck with Fifi, but indirectly make Rouge's life more difficult? or is that not being a fan of Rouge?
Moves are one-sided, but it would have to take a serious run of good luck for one PC and ill luck of another PC to get to a position where one is completely at the mercy of another. And still, I would argue that this is a move: This is still going aggro. As I interpret Going aggro, this is just an injection point for the games colour. You go to bury your knife in to another guys eye: you can still fuck it up. Someone comes upon you, something unexpected happens, there is no such thing as a situation that is completely under control and a miss is not the same as failure. scaling the damage appropriately, yes, but it's still a move.