Not that bad of an Ally. She is the bigger sister of Valkyrie, costing one more Resource than her for +1 Hit Point and exchanging an Energy resource boost for a Physical resource boost. The thing is, most Heroes have a Hand Size of 5 (as an average), meaning a 3 cost Ally is costing you four cards in hand (counting itself), and a 4 cost Ally is costing you five cards in hand (counting itself). That means in most cases Valkyrie is leaving one card in your hand, which you are unlikely to play all by itself without some kind of economy booster. Short version: you are dumping your hand either way, so you might as well go with Jane.

Jane herself also uses Physical over Energy, which you are more likely to generate in Aggression and with Aggression cards. The fact that her damage is a Response means she can hit the table, clear a Villain's Tough card, and still proceed to deal another 6 damage over 3 turns before chump blocking at the end of her life cycle. So you are spending one turn of cardplay for 9 damage and a block. EAT MY HAMMER!