Knowing Jamie wasn't home made him worry rather a lot. New York wasn't a terribly safe spot, even for regular people. He worried someone had seen him and Jamie together, and decided to make an example.
And that was only the least of his worries. He'd driven to Thomas' place rather quickly and came up when Kat was arriving as well.
She too was a little worried and she'd already contacted her grandfather to see if he'd know anything as well. Kat knew she shouldn't stress herself out too much, but this was Jamie.