Kylie and Ezekiel were confused about why Jonathan didn't want to be a part of talking with Angela but they just formed their own thought thinking that he must have been tired from doing so much not only in the game but also by spending time with Left Eye to figure out all of their questions.
Of course, the reason for Jonathan going by himself was to check the note he had been given by The Watcher. It was something that he didn't plan to show to the others since it might end up being something that could get them killed, he had no intention of letting that happen.
Once Jonathan made sure he was in a secure place he took the note out of his suit before unraveling it to read the text. The further down that Jonathan read the more sure he was that this was one of the most important things he had been given since he arrived in the games.
