So, you know how Jinx vandalized the Brazilian version of Lucian's page, making fun of his dead wife? Well, what if Jinx IS Lucian's dead wife? How? Well, let me get to this now.
So, between sitting in Thresh's lantern for eternity, being tormented by evil spirits, everyone goes mad at some point. And that's what happened to Sienna. However, her madness was used by Thresh who wanted a way to get rid of Lucian once and for all (and to torment Lucian, since I believe he would actually do that sort of thing. I mean, look at him. Can that flaming head lie?). So, he used his powers plant an image in Sienna's head, and to twist her mind to believe that it was Lucian's fault that she died, since he could have saved her but chose to save himself. So, Sienna got mad about Lucian, wanting to hurt him in every way possible. But, she would save the news that she was his wife, right until the end. This is because when Lucian REALLY starts to hate Sienna (or the new Jinx), she will reveal the news and destroy him.
So, how does that sound? I know it's not one of my best literate works, but I think you get the overall point.