Great question — answering as the UphillTech team:
It would take time for Captain Marvel confirm that the effects of the Snap were truly universal. At first all she would know is that people were disappearing around her (assuming there was anyone around to disappear, if she was in space alone at the time she may not have noticed anything was wrong). With no immediate explanation as to what is going on around her and no idea what to do to fight it the only clue she would have is the emergency signal from Earth that went off right at the same time. When Carol shows up on Earth in the Captain Marvel end credits scene she very urgently asks "Where's Fury?", as if she hopes he might have some idea what just happened.
Full answer by Princess Ada: https://movies.stackexchange.com/a/107188 (CC BY-SA 4.0).
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