Adelaide knows that she and Rodeo are the sort of people who need to figure this all out on their own - the kind who will churn and churn the issue over until and unless it somehow settles and feels right in their own guts, and nothing anybody else could do can push them that way. They have to get there on their own.
So the fact that Sarge isn't one to pry and dig, and the fact that he already knows the ins and outs of it just as well as Adelaide does, is exactly what made him the perfect person for her to go to tonight. She didn't want to talk about it, and she didn't want to have to explain or be asked 'what's wrong' and 'how can I help?'. He's helping by being there, he's helping by feeling like home and he's helping by understanding even if it drives him crazy. Adelaide doesn't think the hugeness of the Hawkins' feelings would make sense to a lot of people, but Sarge knows.
Her thanks make him tense, just like she thought they might, just like her grip on him did when she climbed on the bike, but she just keeps on like she doesn't notice. She fostered a feral kitten once, and she just can't help but be reminded of that now though the comparison would probably mortify him. The people at the shelter told her the best thing she could do was expose the little cat to touch repeatedly, to desensitize him, to make him slowly realize that he liked those scratches behind the ear. Normally she might not presume to do such a thing with a human, but he was her human once, and she's doggedly convinced he liked it at the time.
They fly through the city, fast and agile enough that the occasional shufflers are no more than a blur and it's more freeing tonight than it ever was in her previous life. Maybe it's just that there was nothing back there that was pinning her down.