Diego didn't react to Klaus brushing his shoulder. Of all his siblings, Klaus was the one Diego didn't mind the most. Oh, he was annoying as hell. But he was Klaus. And his annoyance, somehow, got a free pass. More or less. Anyone else, Diego might have thrown a punch in response, but he didn't hit Klaus. He'd tie him up in an effort to keep him sober, but that was entirely different.
Diego looked at Klaus. Really looked at him. He looked like shit. Diego supposed he would too, if he had to deal with the dead harassing him every sober moment, and the only alternative was to stay perpetually drunk or high. Maybe their first priority should be to get Klaus a drink. Diego didn't generally support his lack of sobriety, but he'd make an exception this once. Klaus was more clear headed without the whispers of the dead in his ear. Or something.
"We need to figure out where the hell we are," Diego stated, as if this was news. As if Klaus hadn't realised that. "And go from there." Until they knew where they were, they couldn't figure out where to go. Simple logic, if a complicated process.