JESS: I mean, you ditched school and everything. That’s so not you. Why’d you do it?
RORY: Because you didn’t say goodbye.
JESS: Oh. Bye, Rory.
RORY: Bye, Jess.
Only at the very end of their time together does Jess ask Rory why she’s come to see him in New York – out of the blue, and skipping school to do so, which Jess recognises as out of character behaviour for the academically minded Rory.
Rory tells him it’s s because he never said goodbye to her before leaving Stars Hollow, as if she just wants closure. Jess says, “Bye, Rory”, to give her what she asked for, and she says, “Bye, Jess”, but the look she gives him through the bus window is so wistful that it seems as if she really wants him to say, “Hello”, to come back into her life. The bashful smile from Jess suggests he can tell that.
Note that Jess never said goodbye to Rory on the phone either, ending their conversation with “See ya”, as if he expected their relationship to continue at some point. That seems to be enough encouragement for Rory to come to New York, as if taking “see ya” as an invitation to come see Jess.