Well, that's another post to put in the 'you might not like the answer' bucket
Quit simply, it will work better in SG than in WiaB. Same context. Notice something though - Nami COULD be a Zane. Nothing stops her from being one, we just know we haven't seen Nika's parents in WiaB, I don't think Ocean said anything about Nami's parents. That could make the earring make a bunch more sense. Nami aslo doesn't know why she has the earring, so if there's any kind of WiaB reason to the earring, she's completely cluesless about it.