She sure did talk a lot.. but Castiel found he didn't mind it. She was a good person, it was easy to see, and as far as the archangel was concerned, good people were welcomed here on this strange space head.
As the young woman came to stand upright there on the roof with him, Cas remained still, just watching her. She was odd, but it wasn't unwelcome. The change was nice. She was nice. "I keep an eye on everything, as far as I'm able." Yes, he did what he could. But just because he could watch over everything, didn't mean he ever did anything about it. Had he seen that mugging? Yes. Had he stopped it? No. It wasn't his job to interfere. Humans and aliens alike made their own choices and it wasn't Castiel's place to stop them or alter them. That was part of being human. Free Will. And it was May's decision to help when people needed it. A noble choice, if you asked the angel.
He liked her.
But, as for why he was up here? Well.
"I saw you. I thought.. you might like company." It was a strange thing for him to admit. He'd seen lots of people who looked alone, or lost-- but she hadn't. She had, however, given off that strange vibe of being lonely. And while Cas wasn't exactly the best friend, he was at least someone to interact with. After all, it was inevitable that someone in a mask would find themselves to be lonely, eventually. "I'm aware that humans here are prone to loneliness and homesickness." And perhaps, in his own small way, he was trying to help with that.