There are two evidences that Jem understood what was going on much better than Scout. At first, when they are just spying on Atticus, Jem understands there is a reason the kids shouldn't go out there and spend time with Atticus right now. It's like Jem can read the situation and knows children aren't welcome:
I broke away from Jem and ran as fast as I could to Atticus. Jem shrieked and tried to catch me, but I had a lead on him and Dill.
After they had been there awhile with the men, Jem had read even more about the situation and knew that if he and the kids left, bad things could happen. So when Atticus blatantly tells the kids to leave, Jem refuses:
“Go home, Jem,” he said. “Take Scout and Dill home.”
We were accustomed to prompt, if not always cheerful acquiescence to Atticus’s instructions, but from the way he stood Jem was not thinking of budging.
“Go home, I said.”
Jem shook his head.
Jem certainly read more into the situation than Scout because of his age.
Thank you so much. It makes so much more sense now that i see the inside of it. Im only in 8th grade, so it is hard to understand the concept and other situations in the book without help.