He keeps expecting to be left behind.
Not because he's incompetent (because he knows that he's not), or because Clay's looking for a way to unload him (oops! lost my sniper in the mountains, need a new one!), but because he's almost always so far from the action that he expects them to just regroup and forget to wait for him. This especially worries him if the Op goes pear-shaped and they have to get the hell out of wherever they are in a big damn hurry. Then he's scrambling to get to the rendezvous point as fast as he can while still providing cover for his team.
But mostly, he expects it because he DID get left behind once. Not by the Losers, of course, but by his first team on one of his first ops through no fault of his own.
A man gets ditched by his team in the middle of the Nicaraguan jungle and it tends to stick with him.
And, yeah, it was only for about fifteen minutes until the they realized he was missing and circled back to pick him up, but they were the longest fifteen minutes of his life, and he can still remember the horrible sinking feeling in his gut when that chopper lifted off without him.
So, while he knows, knows, that Clay would never leave without him (because Clay has told him as much because Clay knows about Nicaragua), it's always there in the back of his mind whenever he sets up on a distant building or ridge. A low-level worry underneath everything else that he needs to concentrate on in order to make the shot and keep his team and himself safe.
And though he's never talked about it, or mentioned what happened on that long-ago op, somehow Jensen knows (and of course Jensen knows, he probably hacked all their files the minute he found out he was being assigned to Clay's unit) and always makes a point of maintaining radio contact at the end of an op until Cougar is in sight of the team. Usually it's just a simple, "Yo, Cougs!" or "Cougar!" or Coug-man!" every couple of minutes, and usually all he sends back is "Jensen" or "Si" or Voy, ya voy", but he's grateful for the thought and it's enough to ease the worry until the next time.