Malcolm doesn't believe something compelled Neal to do it, beyond depression and trauma. People who are upset do reckless things and things have been upsetting lately. He watches Abby out the side of his vision for a moment, then at Neal from under his brow. He thinks it's exactly what he said it was. Neal's shame reaction seems to match it.

But he's Neal's friend and that means not running away when he needs help to lick his own wounds. Neal isn't responsible for how he feels. He was honest about his own intentions and feelings.

"Look into it how?"