Jongwoo:

Any excuse to leave this place, forget the day, and be a good boyfriend. Maybe a bit egotistical, he's not sure, but he gets great pride that you call him. He will escort you back, acting tough but in reality he knows if someone were to come he would kinda freeze. And then probably lose his shit and show a side of himself he wouldn't want to show...
So he guides you back; a front of bravado but in reality begging nothing pops out as he will either freeze or snap and beat the shit out of them.

Moonjo:

He loves being needed. To know he is first in mind for help. Great amusement it is for how ironic this is: you find comfort in the one person you shouldn't.

He will walk you home, more on the silent and listening side, nodding, actually fueling your worries instead of downplaying them. Why? So you will stick to him, want and need him more, that he can squirm his way into your life more and more.

Junghwa:

Her job is to make people feel and be safe, so she can easily tell her boss she has to go help a worried citizen home, for it IS true, and so she will be allowed to go with no problem.

Any reason for your fear to walk home alone is valid for her and once she has dropped you off she will go investigate it.