Caitlyn hugs Jack rubbing his back soothingly. "I don't know what I'd do if you were hurt neither." She admits. Sure she knew that he was strong and had that weird thing where he came back from death but still. She wouldn't like it at all should he be hurt. No more than he would apparently. 
Rose was also glad that Jack hadn't done any worse as well. She places a small sisterly kiss onto Jack's cheek and stood by the Doctor. "Where do you think we are?" She asked wondering it herself. If she knew she might handle it better.