You do so much with so little. I like how understated the action is on this. Neither Drama queen king indulges in hamming it up here... just Jareth stepping right into it. Or digging himself a hole and wanting to pull it in afterward. Something like that.
I like the unstated idea that these two have had multiple near-serious talks about their relative situations regarding women, and that they're bummed that neither has any potential solution for it. At least at this point.