John's mind was not ready to process zombies. He was just starting to be okay with mysterious abductions and people from the future. So? He nodded silently to Jennifer's assertion that she'd been bitten and might've eaten someone.
Yikes.
Instead, he focused on the mundane. He could think about keys and wallets. "So the City's going to give me keys?" Convenient. A bit odd, but if his abductor wanted to take care of the housing details, he could be okay with that short-term.
"Do people we've known ever show up? Because I had a flatmate, and he'll probably be worried." In his own special, emotionless way. John didn't expect a great display from Sherlock, but he did expect that the detective would comb London for him.