Poor Lanyon does not understand why Jekyll is standing up for a guy who is pretty clearly?? Guilty?? Of something or other?? I mean, Hyde did loudly declare himself an arsonist before jumping off to nowheretown. He doesn't seem like someone worth defending. Come to think of it, he doesn't seem like someone Jekyll should be dealing with in the first place! What the heck, Jekyll?
Jekyll could normally conjure up a better elevator pitch for "Why are you so weirdly invested in this Mr. Hyde guy?" but he's a little off his game at the moment. And maybe still a little drunk from all the shenanigans Hyde got into during that pre-Frankenstein montage. In case there's any ambiguity: Everything Hyde did in Chapter 4 he did drunk.