In Jessica's eyes, Marvin was an extremely mysterious guy.
When he had helped fight off Clarke's invasion, his strength hadn't been nearly as impressive. He had still yet to become a Legend at the time.
However, by relying on a specialized spear, he was able to kill Clarke. This was enough for Jessica to feel some respect for him. And the strange actions of her younger sister Lorie made Jessica increasingly more curious. She knew Lorie very well. Her Wisdom power gave her great intelligence, and the ability to recognize those who would be very outstanding. For Lorie to take a fancy to a man, there definitely had to be something very different about him.
Later on, this was shown to be correct as Marvin's rate of growth was outrageously fast, becoming a Legend in a short time, establishing a Sanctuary, killing a God...
From a certain point of view, Jessica felt that Marvin was more of a "Child of the Plane" than she was!