Shaai didn't feel like she had a choice.
Just as Eren had said, she knew exactly what he had done to her.
The mana-core-based restrictions she had intended to implement on Jolly had been successfully planted on herself.
Eren could destroy her mana core with a mere thought whenever he wanted to. Her status as an S-Ranked entity wouldn't help her in such a situation; if anything, it would only make her death more miserable.
It didn't seem like Jolly was in the mood to share anything about himself. Even when asked by Shaai, he pretended not to hear her question, responding vaguely. However, these vague answers were a form of response themselves.
Shaai became even more convinced that Jolly was possessed by something or someone. After all, even if he had managed to crack the Yantra and reverse the process on her, he wouldn't have been able to plant those mana-core-based restrictions on her if his soul wasn't strong enough.