Jessica has to admit this hologram is correct. The head is not so much as valuable but rather what knowledge it contains. And many are after such knowledge as evidenced by the fact she has no one to trust and few to turn to lest they become targets too.
"Of course. But I find it curious the Imperium is now talking to me all of a sudden when before you didn't. That must mean your desperate. Tell me I'm wrong?" This time she creates a construct of the T-800 Terminator without it's outer layer of human skin tissue.