Jessica, in an effort to stop Kilgrave from killing anyone else, has joined him in in his new house–which also happens to be the house that she grew up in.
What’s interesting is that as the series goes on we come to see Kilgrave as a somewhat sympathetic–though extremely damaged–person. Jessica tries to get to see him to see that he is who he is not because of Nature, but Nurture.
The title of this episode, AKA WWJD, means not ‘What Would Jesus Do?’ but ‘What Would Jessica Do’ and is very relevant to the episode.