It would be so much easier if he truly could just entirely disregard anything Hickey says, but unfortunately he is aware that at least some of it is probably true. If he--or anyone else, really--could just write Hickey off entirely as someone who never does anything useful, never knows what he's talking about, and never tells the truth, then it would be so much easier to handle him. And he wouldn't be nearly the potential threat he can be.

But that's not the case, and James is aware Hickey might indeed be telling the truth, and James can't afford to just write him off when he's giving what might be very useful information to be aware of. But he also can't trust it, because it could be a ploy of some sort, and that's the most frustrating thing in an entire list of frustrating things about Hickey. It's one of many reasons he'd been glad to leave dealing with him to Francis.

So he considers all of this a few moments, and although he doesn't exactly expect Hickey to know what he's about to ask, maybe he will. Particularly considering their previous conversation.

"Those that vanish, do their belongings remain?" Do things disappear with the people? Or, alternatively, if some things are missing and others aren't, is that perhaps a sign that the person had taken some things with them before setting off somewhere, and that does perhaps point to a mundane explanation?