I think it speaks volumes for Jenny’s character and her life when her first reaction to her friend saying “that” is assuming that “that” is something she did wrong. She doesn’t ask “what?” or even “did I hit something?”, she assumes she did something wrong and goes from there.

She’s living with a very strict father, who’s prone to want perfection, as well as working in a restaurant, a place where the satisfaction of costumers is the most important. You can see how stressful it is for her think that she screwed up, and her need to fix or hide whatever she did immediately.

It shows near the end of the episode as well, when Jenny realizes she did something wrong by telling Steven to go inside Peridot’s pod, she is the first to take the blame (in this case a literal punch from Garnet) to help Steven.