The entire relationship and sense of self may be on the line. This may sound dramatic, but it can be very true for many couples. The core values and sense of self-worth of the person are generally insulated from major injury. The cut is only skin deep. When lives become intertwined, however, the more of the self goes on the line.
Greater intimacy means greater exposure of one's vulnerabilities.
A perceived rejection, judgment, or bad experience can impact the sense of self-worth more profoundly. It can be a deep blow to the heart. Getting off at the risk of continuation of the relationship as it stands becomes less and less desirable as the value of the relationship increases. Thus the perceived risk of adverse affects on the long-term relationship causes hesitation in play that might not be experienced in a casual play relationship. So it's easier for Jo and Jane to play with others.