She was probably getting ready to go on tour when she filmed this and didn't have time to make a conceptual, big-budget video. Like, what did y'all expect?
I really like the video concept where she is just singing and there are quick glimpses of other video clips (bullets, candles, etc.) but I wish they took the concept further and made it in colour.
However, I love all the videos she released this era; they always fit the song and look stunning