Levi chews on his lip for a few moments, thinking. Rorschach had told him to leave, but he's not really comfortable doing so. He realizes he barely knows the man, or anyone here really, but Rorschach acting this way seemed wrong. Especially if there was nothing physically wrong with him. He makes us his mind to investigate, then.

"I'm coming in," he states before opening the door and entering to go find the masked man.