Sympathy value doesn't affect the "Got caught..." ending. Even if her Sympathy value is at a million, she will still jump out of the window. This Ending is just written that way. Just like you said, we do not know what was her reason for escaping by jumping out of the window. Maybe to protect us from the Police from getting any information from her? Or maybe it was some sort of command that was hard-coded inside her to do whatever it takes to prevent the Police and the government from having access to her data. Because I remember that there was also 1 time that we asked her where she came from, and she said "ACCESS DENIED" or something like that and she said that it was hard-coded inside her. Surely her creator doesn't want absolutely anyone to have any access to her data.

I bet the plot was that the AI that the B.U.T.T. has developed is inside Jun. When the researchers were about to get caught, they must've put their AI inside a Sexbot before they burned everything.

In the event of "Investigating the Burnt Lab" to find some clues about Jun's origin. If I remember correctly, they're saying that there was some sort of machine that has been moved after everything is burnt out because they left a mark, and that machine's cables seem to be connected to something... And I bet that something... was Sexbot...

(If I'm wrong about the story, I'm really sorry. It's been months since my latest playthrough, and I don't remember everything exactly. So some of my info might be wrong.)