I never saw The Prestige, but I'm guessing the the gizmo created a exact duplicate of Jen in the place she expected to end up (sorta like that transporter accident that resulted in the 2 Rikers on ST:NG).

If so, then the Jen that got out of the Rogue Isles will be in for a surprise the first time she sees a news report of the latest act of 'the criminal, General Rossum'.