I suppose I could have left it a mysterious mystery why Jay said "no" and ended the dream, but honestly, I didn't intend for it to be mysterious. A creepy unicorn was about to get Rhoda's name in the hopes of finding her again outside the dream. Jay did not approve.
Granted, there are other things to wonder about, like whether she knows Rhoda outside the dream. I just meant the basic motivation for trying to end things right then and there wasn't meant to be mysterious.
SPEAKING OF "MYSTERIOUS", I wanted something to call the unicorn other than "the unicorn" without giving a real name. After several rejected real names, I saw "mysterious unicorn" written in the narration, and came up with "Mystucorn".
Which isn't intended as his true name, but given that Mystucorn's regret about "Nightmare" not working for him, maybe he's actually in the market for a nickname.