I didn't get that Karen was being paranoid from that scene.

I saw it as an ambiguous threat from Jimmy, otherwise he would have just gotten the stuff for her or with her.....
Even when he sees that she's clearly frightened....he continues to tell her "go ahead, right in there"

That's not her being paranoid, that's Jimmy sending a threat.



She had just told Jimmy the truth, that Henry was falling apart and not thinking clearly.