Have you ever just sat somewhere for a little while and thought about things? Thought about life? Felt like you had no place to go? That's all he was doing.

Im sure he had some sort of business in Chicago. He was planning on going there all along, just not at the same breakneck pace that Neal needed to follow. Either he had meetings or clients to bug that day, or he had planned on just chilling for a couple days until that.
I think he was just hanging out and processing the past few days. It was probably the closest he had gotten to a real friendship in a long time, but it was already over.

This message has been deleted.

I feel like he was probably sitting there, trying to figure out where to go next and what to do. While he was obviously traveling to Chicago (as he was on the plane with Neal before he had really met him and formed any sort of attachment), I think he might have just been going there as it would be easy to get pretty well anywhere from a big city like Chicago, and he might have preferred being in a really big city with more people over a holiday, as opposed to a small city where everything would be shut down.
So I think he was trying to process what had just happened, and what to do next. And was in no rush as he had nowhere to go, so sitting in the station for a while would have suited him alright.

He simply had no where to go. He was travelling with Neal as it was company for him. Basically, 'Yes' he would have stayed and probably slept at the bus station.

Sorry grammar Nazi I meant have instead of the word of. I'd still like a answer to my question.

"Of been waiting" "of had a hotel room"
What?! No idea what this means