I watched the full clip of Jesse's exit interview on the alphabet site. It's different exit footage than what shown during the televised show. Dude was definitely content with getting eliminated! You get the feeling from some of his comments that he possibly asked her to eliminate him. From the way he talks, he felt no connection with her whatsoever. He also refers to an (unshown) statement he made earlier to the interviewer. Watch the clip, you'll see what I mean.

For a guy to willingly forfeit all the upcoming trips, he must have been miserable with her.