"To consider oneself above something" means to believe one is too good (in status, class, morals, et cetera) to behave in a certain way. It relates generally to the concept of status being vertical (eg. high class, low class).
In this instance, the speaker is saying that they had presumed that Ailie Calhoun had an image of herself that wouldn't cohere with a " low" act like stealing a man from another woman.