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