Jay was never going to assume someone was going to walk through the door. Mostly because he wasn't always sure how other people's powers worked. Though he was slightly tempted to shut the door behind Kitty and run away. Instead, he did the polite thing and followed her out.

He crossed his arms in front of his chest as he walked. Mostly to keep his nipples warm. "Uh, dunno. Figured you had me pegged as needing a lot of help since you lumped me in with Vincent."

That might have annoyed him just a bit.