Panic, probably. Or maybe she just needed a friend to help her through this. It occurred to Jessica that maybe she should have called SHIELD, but she trusted Tony enough to help her, in some way, and she thought Wanda needed another familiar face, and not a bunch of uniformed agents ready to take her away or shoot her down before she got the chance to fight through this nightmare. Wanda and Tony had been friends once, hadn't they? Jessica hadn't gotten much of a chance to clean herself entirely, only to change out of her blood-drenched shirt. Her skin stained by carnage, and her stab wound put a fresh mark in the fabric. It seemed risky to go anywhere further than her room or Wanda's for too long, so she didn't and stayed there at the house against Tony's orders, she knew, but she didn't trust that demon not to escape, or not to kill Wanda and leave her mutilated corpse for her or Tony to find. And if there was any way else she could help, she wanted to. When Tony called for her, she quietly rushed outside, limping with her fingers brushed against the wall for support, and carefully touched his armored shoulder to let him know that she was there.
"If she wakes up, I don't know who it'll be. How much more torture she can take." Her voice was rough from crying, screaming. Jessica didn't even really want to go into Wanda's room again, to see her friend laying there, completely ruined. And if she was honest, she didn't know if Wanda would even wake up at all. "We can't take her to a hospital."