Wanda and Jillian have an odd, complex relationship. They possibly were friends before Faq fell. Jillian remained concerned for Wanda even after breaking free of Wanda's spell.
They appear to have had a romantic and very intimate relationship during the times when Jillian was captured by Gobwin Knob, but it's unclear how much of that is genuine, how much was the spell of control Wanda cast on Jillian, and whether there might be other factors involved.
When Jillian breaks free from Wanda's Suggestion Spell, Wanda absorbs the full damage from the spell's abrupt termination. It's possible that she absorbed this damage deliberately, in order to avoid harming Jillian. She asked Parson not to croak Jillian, immediately after the spell broke.