Jenna didn't follow Luo Shan, knowing she would call a ride-hailing service. Whether using shadow stealth or invisibility, Jenna couldn't keep up with a car by running for long—unless the target encountered repeated traffic jams. In this respect, Demonesses excelled at bursts of speed but lacked endurance.
As for taking a taxi herself and having the driver follow the target, leaving aside whether a taxi would happen to pass by or if a booked ride could arrive within a minute, the biggest problem was finding a reasonable excuse.
Jenna believed that if Franca were here, with her understanding and familiarity with the dream city, she could easily find a convincing reason. But Jenna herself couldn't yet—she might say the wrong thing and cause the driver to call the police on the spot.