Jesse stared at her. He almost laughed, but then he saw the expression on her face and thought better of it. She was clearly serious. Not even just 'I believe what I'm saying' serious, but actually really serious. This was really going on.
He didn't stop her as she left, either. She had things to do, and now so did he. He couldn't protect people the last time, so he was going to do what he could this time.
"Thanks for telling me." He said at her retreating back.