Amber probably didn't want to fight Code, knowing that if she did, she's gonna get killed anyways. She thought that Dib was more capable of fighting Code. Not only that, she thought Dib had more control over Zim and would be able to calm him down when needed whereas Amber just hypes him up and makes matters worse.
Zim can fight very well due to years of military training, but Zim battles severe depression and fear towards Code and therefore he can't confidently fight for himself.