Q: Where's Polly?
A: She is in her room studying.
B: She is studying in her room.
Yes, there is a difference when asked in that way. In #1 the speaker simply wants to know where Polly is located and not necessarily what she is doing. In #2 the speaker knows or suspects that Polly is studying and wants to know where she is studying. But in the original post, "Sparklingdark" simply inquired as to where Polly was located and one of the replies provided additional information about what she was doing.
Both replies gave that extra information.
But we often answer in ways that answer what we think the person really wanted to know.
If we anticipated the next question to be "What's she doing in there?" or perhaps "I need her to set the table," then the extra information provides a more complete picture.
I'm not a teacher, but I write for a living. Please don't ask me about 2nd conditionals, but I'm a safe bet for what reads well in (American) English.