Jessica was arrested by the Gundam police, she was not killed.
She surrendered before the police could make any rash actions and since she was not the main target of the real people behind all this commotion, she was spared.
Jessica was just a simple cord in the grand wheel by certain higher-ups to protect what they thought was the way of the Vemido Kingdom.
In their quest to rid the Vemido Kingdom of the alien dementing the kingdom in the form of Andrew McTate, a half human; half machine police officer, they could not afford to be too overbearing with their measures lest they attract a backlash.
Someone else was arrested even faster than Jessica was arrested though.
Back in the uncompleted building where Andrew hid with his subordinates previously, in the process of escaping, they left a certain someone behind, the Wreck Master who restored Andrew's body to working condition.
