Jim knows the truth about Devin. Devin just wants to be left alone. Devin was involved with the political scandal in the mayor's office last month, and he knows what happened there.
He knows firsthand because he was listening to the meetings, but he did not do any of the bad things people say he did. Jim knows Devin's whereabouts, but he is not saying that to anyone.
He knows Devin needs time to be alone, and he knows everyone would go after Devin if they could. Devin needs time to fix things his own way.