The one thing that James was not expecting from this guy was for him to hand the cigarette and lighter back to him. Those were both items that he wasn't supposed to have. But it could just be a trick perhaps. And so he didn't offer him any help up and instead just stood there holding them in his hand, prepared for the other man to realize his mistake and take them back.
"Nowhere." He wasn't dumb enough to tell him that he was sneaking outside to smoke. So instead he just crossed his arms over his chest and stood there, acting like he had nowhere at all that he intended to be other than here.