Jon considered staying, to try to get Karyn to remember who she really was, to remember him, but her warning to him, paired with how she looked now, told him that sticking around was probably a bad idea. So with that, he skedaddled, like she suggested. It didn't mean that he was giving up on figuring out what was happening. He'd just have to figure it out without Karyn's help.
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Meanwhile, back at the police station, Tina (now known as Chrissy) was still dealing with the fact that she was black now and that her parents were two former Goth girls Athena and Zelda, who were somehow older (by maybe 15 years?) and also a married lesbian couple.