Jay was, to say the least, surprised to suddenly have an arm full of James, but it made sense half a second later when he processed that James was getting them around getting busted by the nuns, and then there was darkness and room he didn't recognize. He might have held onto James a little longer than necessary with the arm he had wrapped reflexively around the other boy, but it was out of surprise, mostly.
"Wow," he said, voice a little shaky. "That was so..." But what he'd been about to say vanished when he glanced over and saw that James was bleeding from the nose and looking the worse for wear. Really, he shouldn't panic at all, it was exactly how he looked when he overtaxed his powers, but he did a bit anyways.
"Are you alright?" He asked, shedding his snow damp jacket before sinking down on the bed next to James, reaching out to touch his cheek and wipe away the blood under his nose with a thumb.