Just when Elia thought Rhaegar couldn't hurt her anymore,he goes and does this.He had annulled their marriage so that his marriage to the Stark girl could be seen as lawful,he then had the audacity to write to her and say that she was allowed to take everything that belonged to her even those that she got during her time as his wife.
He took away the Targaryen name from her and by doing that he took it from her children.Rhaenys and Aegon were now bastards,be cause they weren't allowed to take anything Targaryen related,it also meant that her babies were now nameless as well.
She was with Ser Jamie when she read the letter,the two of them had grown close in the time of Aerys's mad reign.She had helped cover his murder of the king.
So when she had broken down and cried ,he didn't hesitate to take her in his arms and comforted her.
Ser Jamie was the one who helped her pack and carry the children to the ship setting sail for Dorne.Elia kept her head held high and blank as she boarded the ship with her now two bastards children.
When Ser Jamie followed on the ship in the last moment,she found herself greatful for his loyalty and friendship.
The swords of Dorne also gave him suspicious and approving looks.Jamie didn't care what they thought or how his father would react,he had to get away from King's Landing before Rhaegar returned or he might just become a kingslayer twice over.
He couldn't return to Castedy Rock because it would mean that his father would arrange a marriage for him and,he also didn't want to go back to the toxic relationship he had with his twin sister.
Protecting Elia and her children was a worthy cause for him now and he will do it proudly.