She thanks him again and waves goodbye and waits until she's pretty sure he's actually, genuinely out of earshot. Assuming Jean is, like, a person, and not some kind of construct. Man, that would be super annoying.
She grabs her notebook and pen, locks herself in the bathroom - she's pretty sure Michael isn't going to ambush her in the bathroom - sits on the toilet, and puts her pen to paper. Any afterlife worth its salt is probably already capable of watching all of her movements and reading her mind (she really should've thought about this before, but oh well), so writing things down shouldn't give them any more information than they already have on her, and if it does, well - she'll be nice about it, then, but she has to be able to think.
Dear God, she scrawls at the top of the page. I'm not sure I've ever been mad at you, but I'm getting pretty close. I hope this is intentional on your part.
She makes a list of the things she knows (Michael is lying to her about various things, Jean isn't her soulmate because that would be dumb, this place isn't hell and it definitely isn't heaven, Michael can arbitrarily alter the environment and at the very least respond to people talking about him, something has to be monitoring them at all times for the translation thing to work, Jean thinks they're really dead - she's not a hundred percent sure she trusts him on that, but she trusts him more than Michael) and things she doesn't (whether this place is purgatory, what it is if it's not, how she died, whether she's actually dead, how Jean was selected to share a house with her, why the house doesn't have walls, why the heck purgatory would lie about the existence of God, whether there actually is a God, what's going to happen to her niece and nephew, what exactly she's planning on doing).
She doesn't cry after this. She does rest her head in her hands and really struggle to care about whether she's still going to be locked in the bathroom by the time Jean comes back.