Cole was settled, if still injured and clearly frightened of the idea of spending more than a few minutes around him. Shane couldn't blame him, really. It was likely best to remove himself from the situation before anyone had the chance to shift the focus from Cole. He left with just a nod to Rosalie, and a quiet, "Thanks for all the help," to John. Then he was gone, back down to 601, hopefully to sleep like the dead and not think about any of this for as long as he could hold it off.