He didn't mind the proximity of the others- in fact, on a scale of 'strange things he did this week', getting into drag far surpassed getting over his antisocial tendencies, so he chose just to ignore it altogether.
Considering their status as the 'belles of the ball', he did notice they were getting a few looks, and nonchalantly settled his hands on Jack's waist, just to keep them away. They seemed to make the other man uncomfortable, and he didn't want to deal with the awkward tittering the man was sure to do if approached; at least that was his excuse.