deciding to stay and talk with the pretty girl JOANNE so he can hear why she turned him down.

It would have made him better to NOT CARE why she turned him down and say...."I have no time to talk" when she asked could she talk to him



BTW: In this episode it's reveal that JJ really has low self-esteem and all the women he goes out with are unattractive

I agree. If I were JJ, I would have just left without a word and don't look back. She turned him down. Why should he waste anymore time on her.