After his interaction with Alex that night he knew how possessive he was of his sister and how much he hated Elliot for trying to snatch his sister away. He was relieved that Alex had missed this little episode as he knew that it would have surely put him in a sour mood for the night. And he didn't know why but he was strangely worried about Alex's feelings at this moment instead of rooting for his boss.
Unwilling to become a third wheel now that he had confirmed that Alex was not paying attention here, Jay quietly slipped out of the room and went ahead to check on Zachary once again.
Meanwhile, Elliot unwillingly broke the hug with Rain after a while brought her hands to his lips before mumbling, "God, I really love you."