Basically, there was a time limit for the statue to slay Jay within.
It decided to go for Jay first, as Anya would be helpless without Jay because she was immobile when she reloaded her bow. How would she do damage if she kept having to run away?
Once the necromancer was gone it could just walk towards her until she either died or left the dungeon. Of course, it still needed the annoying necromancer to die.