I'd have picked Zed over Jax in this situation. If the game makes it to late game you have to make sure Vayne dies, and with Kha and Eve gone he's the next best person I can think of for the job. That, and it was Shen top. You can follow his ass through Stand United if you time it right too, but I don't think that's common knowledge.
Rule #1 of Resident Evil: Don't catch the sunglasses. GT - Judgement Blade