"What kind of insight's he talking about?" There are several other questions that come to mind, also drawing on what Rip has said before, but as they have established, it's clearly best to let Rip finish his piece before asking them all when the man's this agitated. Leonard doesn't actually want him to feel the need to jump off the roof in frustration or whatever else. They can work together, they can even work together well, even if he doesn't feel all that much loyalty to Rip specifically, he doesn't want to go out of his way to not cooperate.

He wants to understand what Rip wants him, them to cooperate with. He would also like to understand why Rip is putting the point in time he is from - before Ray and after Mick and him - above them all in terms of what future he's concerned with and why he's so driven to return. He doesn't think it's simple vanity or a lack of seeing the full picture, there has to be more to it than that. But he will wait to hear what else Rip has to say on that and everything relating to Eobard himself.