She only knew half the story of the Valeska murder, never getting the full one from Jerome since he was taken before she could talk to him again. Zoe feels anything but relieved when they deliver the news that he's in Arkham.

"You're a monster." "Am I?" She was a mess, nothing but a failed experiment. He was just plain crazy and she hated that, she hated how he had no reason for his crazy being. Yet, she loved him. [gothams1+s2] [jeromevaleska]

He saw stars into what seemed to be a ghost; he seemed to want this love to the point of madness there's always some reasons in madness. Jerome was one of them.