Be right with her and let her finish sleeping. But I suggest getting away from the swing. Try holding her, rocking, singing, wearing a sling. Things that put her in your arms instead of a machine.
My 3month old use to be like that with her bounce chair. I guess she likes the vibrations of the chair. I think your daughter is fine as long as she is doing other activities during the day.
My 3 month old sleeps in his swing. He likes the motion and it keeps him asleep most of the night. I would say as long as she's content leave her there until she wakes up.