Erica generally prefers to work with other professionals she knows. However in this case she's been hired to work with someone less professional in her eyes, so she's driving the point home right now. She wouldn't shoot Kanita, but she doesn't need to know that. As for Kanita herself, she was looking forward to possibly working with someone who might be abit better at these burgling of highly prized stuff...until she realized she was teaming up with the grumpiest mercenary ever. Hopefully she can steady her nerves.
My opinion: it'll be interesting to see how one crook that Jenna has caught quite a number of times, vs one whom she's NEVER been able to catch play out. Maybe their luck will cancel eachother out?