And he likely doesn’t have any clue about what happened to Walt after they split up for the last time.
In fact, it’s that very massacre, and its nine victims, being discussed on the El Camino’s radio that Jesse is listening to.
So I can understand why he’s keeping a close ear on news reports, though I don’t think Jesse’s cigarette will do much to soothe his nerves.
If that were me, I wouldn’t want to hear a damned thing about the hellscape I’d just escaped, but then Jesse also has to worry about getting picked up by the cops.