Zoe didn't clarify when Wash had asked her to leave him alone, but being asked still hurt. She understood; she'd done the same thing. This was just a little too much. Someone she didn't even know came to her place of work (and then some) to tell her something as if she wouldn't know.
"Jo, I'm going to share a little advice with you. I've been here a while. I know what the City can do for people, and I know that when you see someone you love come and go over and over...it's hard. You're a good person, don't let that goodness get you into more trouble than it's worth." Zoe now had another person to look after as the Bat. The blond hadn't meant to hurt, but it had. Jo hadn't meant to do much of anything other than help, and maybe she had nudged Zoe into wondering just how the pilot was really doing.
"I'll show you out." She did manage a slight smile for the other woman and led her back to the elevator.