Why does Jacob cry in Chapter Three? What argument ensues between Jacob and Hank?

Jacob returns to pick up Hank. Hank notes the mess of tracks on the road as they pass the scene of the crime. Jacob is crying about having killed Penderson, and Hank finally tells Jacob that Penderson wasn't dead when Jacob left. Hank says that he himself killed Penderson and that he did so in order to save Jacob. Jacob says that Hank shouldn't have killed him.