I think this is how she becomes a robot. It would totally make sense. We think she's dead then she just up and appears in the next superman movie all fine.
She was like... right next to the chair when it blew up. She's a big red stain on Capital Hill. It ain't going to be Mercy. At best, it's a robot that looks like Mercy. Or hell, maybe he has an assembly line of disposable Mercys.