He'll try to at least look a little more sympathetic towards her, Sephiroth does genuinely feel sorry for Jessie being as it seems she's always got so much to look into all the time and -he gathers- never quite the equipment she needs to do so (not that he's helped, getting involved and asking questions all of the time). He guesses that she wouldn't really know where to start unless they did manage to rescue a few of these supposed new-Heroes? Would that be a logical first step; he only wants to help.

Sephiroth will thank Wedge and finally get to his feet. He gains his balance quickly with his stick though and probably has been sat down for a little too long in one go. There isn't anything that they can do right now for any of the other Heroes is there? Other than wait and see if they all come back to the Crystal of Fire with death, or emerge victorious? He hopes that his coming to fill them in won't ultimately come to nothing.