Well, naturally Roger is disbelieving and therefore causing problems; theatening Stokes that he should stop scaring his sister and tell her that all is well, etc. It always seems as though there is one character (in this case, usually Roger) who never believes. And so, I always expect it to continue that way, that he would go along with them just because everyone else is leaving, but still not believe.
I know I was surprised the first time and I always love it when he actually DOES see Quentin and HAS to believe.
Then, there's his "parting shot" at Quentin. It always seems like such "un-Roger-like" behavior and I love it - his finest moment!
There's another one (during the Leviathan story, I think) where he surprises me and has a really good spell.