Oh she didn't make him uncomfortable. She couldn't make him feel anything. That required a level of power this girl whom he'd just met did not have over him. And likely never would.
Then Jareth smiled. She asked about his hair. In a rather unapologetic sort of way. He was more than aware that it was unique. That it was something that didn't exactly blend in to his surroundings and that suited him just fine most of the time. Sometimes, when he didn't feel the need to draw attention to himself, he let it just hand naturally.
He sipped from his coffee and gave her a sly grin. “Magic.” Well, that wasn't all of it. Sure it took some of that, but mostly it was luck and AquaNet.
The concern over a lack of control and being at the mercy of the city quicky faded when Jareth talked about himself. He enjoyed talking about himself, and why shouldn't he? He was certainly awesome and unique and.. in his own opinion, handsome. All three things worth talking about.