Unfortunately for Rorschach, Hickey gets a good idea right as he throws the pinecone—it beans him in the shoulder this time. Pinecones come from trees. Easiest solution: get the fuck away from trees. If Rorschach wanted to continue being a nuisance, he'd have to follow Hickey.

"Funny. I could say the same thing about you. Y'know, if I was a betting man, I'd bet you on being one of the first ones to die out here."

As he talks, he starts to walk back towards civilization, back towards the town itself and away from the woods, assuming that Rorschach would follow. Of course he would. He's spending all this time harassing him, Hickey doubts that he'd stop with the harassment just because Hickey's walking somewhere else.