Jesper is not afraid of heights so he's not worried as he leans out of the window precariously. It's the 'keep talking' that he recognizes the voice and immediately starts panicking. It's one thing for him to be stuck in a weird situation, but in true Jesper form, he gets intense about protecting the people he loves.

"Mat! Stay where you are!"

He frantically looks for footholds, not trusting the stairs or ways up through the weird building itself. It's very strangely put together, houses on top of each other, and that means getting up is going to be strange but probably easy when he finds the best path.

"I'm coming, love, just wait for me."

Mat can't come down it is too dangerous. For him, not for Jesper, he is as reckless as always. He leaps out of his place to grip a wall nearby, pulling himself up. If Mat looks to the other side of the edge, he might be able to see him, judging distances from things.