Light would've been more than helpful, but it didn't look as if they were going to find any soon. Jefferson kept along the path, close to the other two while the walked, definitely taking note of how Damon cleverly avoided the direct question.
"I hate to break it to you, but, I'm pretty sure all of that stuff applies to your body. And seeing how we're all in the same place...and very transparent and not living, I wouldn't take on anyone just yet." He wasn't comforted by the fact that they had no idea what or whom Damon was. For all they knew he was pretending to be just like them, and was a demon or hell knows what.
Honestly Jefferson didn't have the patience to try and think it out. He had very few choices right now. From the not too distant view it looked like an upset little girl was calling to them. His first instinct was to assume that she was just another of those pale faces. On closer inspection she just looked like them, another soul, so he went along with Damon's encouragement. "It's alright, we're lost too. We're headed to the Sleepy Hollow to see if we can't get some help."