I think you gotta take the witsec deal. Even if I decide to take the money, I become a very expensive loose end. What if Tony changes his mind or if Ralphie becomes boss and decides I know too much and remembers the saying "the only way to keep a secret between two people is if one of them is dead". Now I'm back in the same situation, but the cops aren't too eager if they know I took the money in the first place. That's when you think, I shoulda just done the right thing in the first place.
If Jenny really is the love of my life, the best way to keep her safe, is to keep her away from me.