Selene never goes after Jean Grey. She's gone after Maddie and Rachel. She went after an amnesiac Maddie, and a confused Rachel when Rachel was brought back in time. Jean is too powerful, and that includes Jean.
Jean knows exactly what Mastermind and the Hellfire Club did, and she beat Lady Mastermind (more powerful than her father) pretty much immediately. It would not make sense for the Hellfire Club to go after her, and Jean is not impressionable or naive.
She's actually a lot more resourceful than her older self. When Adult Jean was being slowly seduced by Mastermind's illusionary time slips, had she thought to reach out to Xavier or other psychic or mystic experts she could have prevented this. You see Jean doing stuff like consulting others who are knowledgable not just about the Phoenix, but who know a lot about powerful entities like Dr. Strange and Ghost Rider. This is not a Jean Grey you want to mess with.
I could see Cassandra Nova going after Jean in revenge. As for Sinister I'd assume he'd move on to other projects. Last time he tried to use his Madelyne clones to channel the Phoenix, it destroyed all of the other Sinisters. This isn't something that worked out well for him.