Sephiroth would have attacked Jenni given the window, knowing Zelda is capable of healing him does wonders for an already large confidence. She's clearly identified herself as an enemy.

Given the illusions/reflections of each other and the unbreakable nature of the mirrors, and (probably) having to defend Kobato it would be down to the mercy of the maze-illusion if they were able to get to Zelda at all.