Rory only comes to Jess when things in her life are rotten, crappy, or terminal. It's like a relationship out of those chick-lit novels his company prints off to make enough bucks to release the good stuff- the ones where the girl keeps coming back to the same guy even though he's bad for her. Except that Jess doesn't know who's bad for whom anymore.
It throws Jess for a loop that Rory only comes to see him at her worst. Nowadays he wouldn't hide from her on his off days, but neither would he go running to her to show them off. That there shows the strength of initial impressions. To Jess, Rory will always be an inspiration. And however happy and successful Jess becomes, Rory will always remember him as the boy heading straight into unmitigated disaster; the one who broke her heart. She feels comfortable being Mr. Hyde around him, because if he can't understand what it's like to be a monster, who could?
The last time she showed up, she was filing for her second divorce, which Jess had predicted before the marriage. (Rory accused him of being jealous, and he was, but it didn't keep him from being right. Three years later, bam, divorce. Though the way Rory told it, it wasn't so much a "bam" as it was one long, held-out, whimpering mess with multiple affairs on either side.) She flew in all the way from Prague to bitch about her lawyers, fuck their brains out, and rehash their old arguments over which books deserved to be called American classics.
"Doesn't this city have a decent place to drink?" are usually the first words out of her mouth—a running gag of theirs, seeing how all Rory ever sees of Pittsburgh are the bars. Jess will then suggest one of his favorite hang-out places, only to be cut off by Rory, "Oh, hell no, not that run-down beatnik hole. If it's money you're prioritizing, let me handle the bill. You'll save your money, I'll save us our dignity."
Somewhere along the line Rory became bossy and patronizing. Jess supposes that she picked up those traits from her string of bad boyfriends and he doesn't know when or how he became the guy that could call the other ones bad. He still credits himself as the first in a deteriorating line of men. He wonders if Rory would've been better off with Dean. Stupid, idealistic, oaf-ish Dean.
Of course he's dated other girls. Yeesh, Rory isn't the pond's only fish. He's been with nice girls, very sweet, some of them smarter than he is. He treated them right, using the good habits he learned in retrospect from Rory: called them everyday, listened intently to what they said, fixed their sinks, and changed their tires. They loved him for his attentiveness and were always shocked when he dumped them after no more than a month. They aren't what he wants, and while Jess is capable of many an asshole action, bullshitting himself isn't one of them.
He tries to get the actual girl, Rory, to stay with him. He wants to break the pattern of her coming and going and coming back only to go again. They have great sex and even greater after-sex conversations, so he usually tries in bed, with his arm around her shoulder. "Marry me," he insists, a phrase that sets off another familiar chain of dialogue.
"Oh, Jess," Rory sighs, without moving away. Jess always expects her to light up a cigarette at this point, even though she doesn't smoke. "But then who would I sleep with after I broke up with you?"
There was a time when it was Rory who wanted heart-to-heart communication, who reached for him when he became reticent and moody. Now she waves off his proposals with humor.
Actually, the girl Jess wants isn't Rory. It's a little fucking Gatsby of him, without getting into Nabokov's territory, but it's that trusting teenager from years ago, with her high-and-mighty ideals, that he loves and misses. Since then Jess has gotten a little closer to her in spirit while Rory becomes less like herself with each passing day.