Jae wrinkles his nose a bit when she mentions the Militia, his opinion clear without ever having to say anything. Though he was not as shocked as some people were by that broadcast - he was cognizant of the state of the city before, and he's from a part of the world where communist regimes are part of the culture - but he still really doesn't like it. (Who would?)

"I don't know how useful I'd be otherwise."

He's not a soldier, or a freedom fighter. All he can do is putter around and fuss with music (and pretend not to use magic). If his choices were 'suffer or fight back', he'd probably end up getting stuck with suffering. One of Sonja's army, he is not.