O'Brien wasn't quite sure what possessed Leah to ask him to join her on the roof either, but he wasn't about to let that opportunity get away from him. she needed him. For one reason or another, she needed or wanted to be around him enough that she asked him to come with her. Perhaps not in the nicest or most romantic of ways-- "Would my guard dog follow me up there?" But O'Brien wasn't really going to take that as an insult. A Guard dog was a good thing to have... right?
Or was that all she saw him as? A guard dog?
No, no-- he wasn't going to let it spoil his mood. He was going to go up there, and he was going to be there for her, for whatever she needed: Just someone to listen to her, or someone to lean on, or hold her, or whatever she needed. He wasn't really sure Leah would ever allow herself to do any of those things, but he was there, if she chose to let him be that person.
He didn't want to rush up there and seem annoying, like she probably already thought he was, but he also didn't want to make her wait too long either. So he waited about ten minutes before he started up to the roof, and eventually pushed open the door to step out onto the roof and give a look around. Adjusting his shoulder holster, he curiously scanned over the rooftop with his eyes-- or as much of it as he could see, thanks to the air vents and whatnot, and smiled gently when his sight fell on Leah.
Moving to carefully shrug on his coat, he started over to where she was, still giving a bit of a curious and cautious look around before stepping up beside her. "Hey," He gave a look over toward her, and then back out over the dim skyline. My, how New York City had changed...
"You doing okay?"
He felt a little bad that he really didn't know what else to say to start off the conversation. For all he knew, Leah didn't want to talk. Or maybe she did? But you could never be too sure when someone was upset or had a lot on their mind.