Denial froze June's mind, but his hand still reached out to receive the glass feather from Stefano's hand. He brought his gaze to the big feather that almost looked like a real angel's feather. Then, he babbled incoherent words to make himself process the situation.
He could always delude himself that Stefano got the feather from someone else. He knew June would be looking for the pieces, and if he was keeping track of the actor, then he should have figured out that June was collecting the pieces. Right, Stefano found the leader himself and took the glass feather off their hands. That could be it!
It's just that June realized that it was stupid… especially after recalling everything he knew about the fifth member, whom they all called the stick man.