Broadsword out of reach, and her telekenisis blocked by his Psychic-Power Blocking Force Field (TM), she can only put on her most hardened, well-practiced poker face as she plans her escape.
Penny: What are the odds that you won't rip out my heart and lungs right here?[Penny tries the Steady Eye-contact trick, which she has read prevents phase-shifters from becoming insubstantial. Unfortunately, Jay Jay is a practiced eye-contact breaker and the trick fails]
Jay Jay the Insubstantial: About fifty-fifty.He phase shifts closer to where she is laying, apparently hoping to distract her with a non-threatening illusion he projects on the wall while with the other hand, sharpens his heart-and-lung ripping tools behind his back.
Penny is not fooled. She has seen this sort of trick before. With NetBoy the Self-Indulgent, The Stoic Ninjaneer, Charity the Drunk Fence-Jumper, and a long list of other painful experiences all of whom she battled back in Seasons 6-8, for examples.
She sees through the illusion and realizes that an alliance is not only impossible, but it is dangerous. Even if she chose to trust him, and believed that the blade-sharpening sounds behind him were indeed the harmless sounds of perhaps... a butter knife for his toast, she'd never know if--during some crucial battle--he might phase shift away and leave her facing an army of Selochraughts.
Penny: Fuck those odds. I'm going home now.With that, she reaches behind her back and disengages a hidden device. Instantly, her image freezes, pixelates, shudders, and fades away FOREVER, revealing that all along, because she'd never trusted him from the beginning, she had been nothing more than a hologram projected through subspace from her Linux-driven Super-Hero SubSpace Holographic Projector (TM) back in her Temporary Super Haole Headquarters a few blocks away.
Perhaps they will meet again under different circumstances, such as when they're both not on the clock saving or destroying the planet and when they can just celebrate their mutual appreciation for sci-fi and DDR. With any luck, the topic of an alliance will never come up again.