Jesse flirts with Cloud primarily as a lighthearted game and for her own amusement, rather than out of genuine romantic interest.
As Wedge explains, Jesse's flirting is more of a playful act. She's not necessarily looking for a serious connection with Cloud. The confidence she exudes stems from having "nothing to lose," which allows her to enjoy "messing with him" regardless of Cloud's reaction. Therefore, her behavior shouldn't be interpreted as a sincere romantic advance but rather as a way to relieve tension and inject some levity into a stressful situation.
