James nodded, then walked over and placed his hand on Megumi's shoulder after taking his explosive note back, kind of glad he had set it to be manually set off instead of just timed. He vanished with Megumi in a Shunshin, reappearing on a nearby roof as he pulled her into a hug, trying to comfort her. He wasn't exactly good at these situations, so he just let her cry into his chest, since he really didn't know what to say.