Cally never struck me as the leader type. She could be independent but, once she had identified with a cause, I think she prefered working along side someone to taking the lead herself (at least when working with humans).
I see her as being perfectly willing to follow someone who is working *for the cause*, and thus, it was perfectly sensible for her to go along with Blake's leadership in most situations. But when Blake disappeared, it is Cally the good-natured mystic rather than Cally-the-warrior (whom I prefer) who has to be the core of Cally *simply* to allow her *not* to attempt a leadership role. Whether or not she wants to lead, she wants the Federation's expansion stopped. It was pretty clear that was not Avon's main goal during the 3rd season. It would have made sense for her to gain more influence during that time, if her character had not lost most of her drive. Jenna, however, was not in a position to be likely to become a long-term leader. She seems to prefer being a team player. Being an expert smuggler does not necessarily make one a leader, and even when she clashed with Avon, it was on loyalty to the team over opportunism. Since she left the ship at the same time as Blake, she had no opportunity to take advantage of the restructuring of power on the ship.