I'm of a similar opinion, more or less. I think she was raised as a ward of the Empire--with Gestahl himself probably popping in every so often--and trained accordingly, treated with some care. They wouldn't want to waste their precious half-esper, after all--she was probably given some mundane training, too, though I can gather that she was largely isolated.

It wouldn't surprise me if Kefka had taken a rather personal interest in her early in her life, but she doesn't seem inclined to talk much about her time in the Empire. I can't really blame her.