In the Pilot, we discover that Jane is hunting Red John -- hence, the "RED" episodes.  Also of importance was a new member to the team [hand picked by Rigsby] -- the lovely Grace Van Pelt, a Redhead with computer hacking/surveillance skills that Jane shakes hands with.

And as we all know now, the "RED" episodes ended with episode RED JOHN, when McAllister finally takes credit for being RJK himself.  Interestingly though, it also marks the end of Grace.[and Wayne] working with Jane.

So, Grace [and Rigsby] came in with the RED and went out with it, too.  Interesting.