Jem was obviously disturbed by the fact that Mr. Radley had filled the knot hole with cement. Why was Jem more upset than Scout? I've been puzzled about this all day.
It becomes obvious that Jem has been doing much thinking since the incident when he lost his pants on the Radleys' fence. At the time he told Scout,
“When I went back, they were folded across the fence… like they were expectin’ me.”
“And something else—” Jem’s voice was flat. “Show you when we get home. They’d been sewed up. Not like a lady sewed ‘em, like somethin’ I’d try to do. All crooked. It’s almost like—”
“—somebody knew you were comin‘ back for ’em.”
It is from this moment that Jem probably started thinking differently about Boo Radley and the supposed danger that he presented. He constantly speaks to Scout about the gifts they find in the knothole, trying to ascertain what her sentiments are. His reaction to her suggestions shows that he doubts that she would, or could, understand what was happening. It is evident that Jem, at this point, suspects that Boo Radley is the one placing the gifts in the knothole. He realizes, though, that it is beyond Scout to come to the same conclusion.
It is clear that Jem is developing feelings of compassion for Boo Radley. He is starting to realize that Boo is reaching out to them and his attempts at contact are symbolized by the objects he places in the knothole. It is obvious that the items they find took effort to make, were of sentimental value or were precious to the donor--this is what Jem realizes. To Scout, though, they are mere trinkets for their pleasure. This much is evident during their earlier conversations. When they first discover something in the knothole, Scout says:
“Don’t take it, Jem,” I said. “This is somebody’s hidin‘ place.”
and he replies:
“I don’t think so, Scout.”
Jem also later states:
"You know it’s only when school’s in that we’ve found things.”
It is obvious that Jem, even at this early stage, suspects something more and, based on his earlier experience with the pants, might already have been thinking about Boo Radley as their generous donor.
The fact that Jem is so emotional about the knothole being closed symbolizes his growing sensitivity and awareness about what happens around him. He is starting to lose the obsessive focus that young children have with themselves and their immediate surroundings, so aptly illustrated by Scout. Younger children's awareness is informed by their selfish needs and wants, and it is difficult for them to extend that to others. Scout has clearly displayed her immaturity in this regard through her various altercations with other children such as, for example, Walter Cunningham.
Jem is heartbroken that Mr. Radley could be so cruel to deny Boo even one opportunity of contact with the world outside. Jem is sensible enough to realize that Boo has become a prisoner of his community's prejudice and of his own family's insensitive attitude. Ironically, just like Scout, the Radleys seem to have only been considering themselves and their interests, without giving Boo any regard or any chance of redemption at all.
Jem is overwhelmed by his realization and Scout tells us that he stayed outside on the porch for a long time:
He stood there until nightfall, and I waited for him. When we went in the house I saw he had been crying; his face was dirty in the right places, but I thought it odd that I had not heard him.
Jem's sorrow was expressed in heartfelt and quiet weeping, just as an adult would grieve.
Jem is growing up and is beginning to understand more about the world in which he lives. He shows no fear when he asks Mr. Radley why he cemented the knothole in the tree, and he doesn't accept Mr. Radley's answer. Jem can see through Mr. Radley's lie. He is letting loose of his childish fears and superstitions about Boo Radley. He begins to put two and two together, remembering how his pants were mended when he went back to get them. Jem also isn't afraid to show his feelings about the knothole, which is another sign of his maturation. Jem understands the complexity of the situation, but Scout only knows that they won't be getting any more gifts in the tree.
Jem, being older and slightly more experienced than Scout, understands that once the knot hole is filled, he can received no more gifts from his secret friend. It is very possible that Scout doesn't realize that Boo is the person leaving the gifts in the knot hole, unlike Jem who clearly knows it is Boo. Scout is not as upset because she does not realize who the gifts come from and did not make the connection with Boo that Jem has made.