Answer :
In an effort to protect Atticus from harm, Jem defies Atticus and refuses to go.
When Atticus orders Jem to take his sister and return home, Jem openly disobeys him and stays put. Jem is aware of the gang of men's objectives, and his actions reveal a definite desire to defend his father.
Even if his father told him to do the opposite, Jem acted morally and according to his own conscience. Atticus is happy since it is exactly what he has been teaching his kids all along. Jem refused to go home because he wanted to stay there after seeing those men acting inappropriately and frightening his father (Atticus).
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