Bela Talbot also deals with demons on a regular basis and also has her life royally screwed over by the supernatural so clearly she and Jenny should be gun toting BFFs if either of them were actually inclined to such things. But for the most part, the narration would settle for them not shooting each other.

See, Bela also has a gun, and is currently trying to figure out her stupid last minute panicked decision to try and run from hellhounds landed her on a cruise ship of all places, but she's mostly just reacting on instinct at this point. She sees Jenny's gun, and hers automatically comes up, silencer still in place.

"I think that's what everyone wants to know." The gun is mostly a precaution. If Jenny's going to move to shoot her she's going to shoot first. But she doesn't actually mean to do her any harm.

She has just had a really, really long day of hallucinations and death threats from Winchesters. Please don't take this the wrong way.