After some very quick brainstorming between the two, Jim just fires back, not overthinking but also careful not to reveal too much or possibly give away who else besides him might be involved:

Lucky me you found me first, indeed.
Can't tell you much without giving everyone away, but— we're not from around here.
Still learning details about what's going on. I wanted to learn more about what's really happening in the camps and the Seventh Circle, and about the human experimentation that's been going on.

I don't like what's going on here. I want to help stop it.