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Jem knows that Aunt Alexandra thinks she needs to be there. She is an adult and Jem doesn't want more stress on his father than he has already. Jem takes Scout aside and tries to tell her not to antagonize their aunt. Also when Scout tfinds Dill under her bed, Jem knows Atticus must be told. I think Jem realizes the severity of the situation while Scout and Dill do not.