Its so cold here

Notice how Kinger and Queenie both have similar/matching avatars, presumably because they joined at the same time?

Now what about these three?

All three of their avatars are inspired by rubberhose cartoons

What if they joined the circus together, what if these two were Jax's real life friends? Which is why he reacted so allergic to Zooble asking if he doesn't have anyone waiting for him back in real life.

He doesn't want to leave the circus because he would have to face the consequences of (possibly) being responsible for his two only friends deaths. His coping mechanism of saying its "all just a cartoon anyway" and disassociating would not work anymore.

He'd rather continue living in this fake fantasy world than to go back and face reality.