Krissy managed to see what Jack was able to do and she was thankful she had seen some really weird stuff otherwise her grip might have faltered. She had never met an angel or seen one in action, but she knew enough about the lore now to know a Nephilim was supposed to be stronger. It definitely seemed that way.
There was no way she was just going to let go. On the very basic level, Krissy was too scared to, but on a more stubborn-like-Dean level, she wanted to save herself as much as possible. So she started to climb down. Only she made it about halfway down when the ladder gave out and it started to push away from the wall completely and she and the ladder went plummeting toward Jack with a small cry of surprise.