I mean to be honest the logic is sound and if Jimmy also came out of a survival horror game with puzzle elements he also might be hunting for clues. Luckily his game does not come with those types of puzzle elements, so he is not doing that.

He looks up at James, and to Jimmy, it's just another dude, so he relaxes, at least somewhat- though he's embarrassed at being spotted being weak. It's not like he's going to just tell a stranger 'hey I can't fucking read' and be done with it.

So instead he just settles with, "Yeah, I'm fine. Saw a bug." And it's a shitty lie, obviously not true, but it's also obviously a coverup for a sensitive truth. "You new in town? Haven't seen you around."

Jimmy hasn't also seen much of anyone, since he's been busy for the past month and a half depression napping in the Oak and Iron, but you know, that part doesn't matter so much.