Well, as I see it, she made the right decision. The Female Paladin is a warrior, who is fighting for her own deity and her King. If she were an innocent non-combatant then that would be another story. But a warrior’s job is to fight and possibly die in the service of their lord or deity. Jessica didn’t do anything to cause this other Paladin’s death; she only proceeded on a course to follow the orders of her King to whom she is sworn.
Per the definition of a Paladin:
A paladin must be lawful good in alignment and must always remain lawful good. Lawfulness and good deeds are the meat and drink of a paladin. If a paladin ever knowingly performs a chaotic act, he must seek a high-level (7th or more) cleric of lawful good alignment, confess his sin, and do penance as prescribed by the cleric. If a paladin should ever knowingly and willingly perform an evil act, he loses the status of Paladinhood immediately and irrevocably.
By these guidelines I think the decision Jessica made was Lawful in that she is obeying the orders of her King, and it was Good in that she was working towards the greater good, saving the many innocent non-combatants in the city below that would die if their plan fails. Therefore I think she didn’t act in a Chaotic or Evil fashion, which is where she might face punishment.
So, that is why Jessica is leaving the Paladin to her own fate; if the roles were reversed she knows that she wouldn’t want the party to rush to her aid and risk the entire mission.
So, we will see eventually how the DM, ah I mean Athena, interprets her actions.
~Aryn
(Edit: Because I reread my post and certain things needed to be corrected to understand them.

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