Hear me out. Davey's more reckless than people think, and Jack's the careful one.
Yes, Davey did grow up in a more sheltered life, and yes, he is mildly awkward in his first scene, but ever since "WE GOT A UNION!" You see him smiling a lot, partaking in the Newsies' silliness, and particularly in Watch What Happens Reprise, he literally says, "Lighten up, no one died." He hasn't seen the hardships of living on the streets, so he's not as cautious.
Jack, on the other hand, has been raised like this. He saw The Refuge; he's seen how the world treats people like him. He ran away from the cops, and going back to Watch What Happens Reprise, he's the practical one. He doesn't want to put the newsies or himself in danger again. And in Pulitzer's office, all his replies are prepared. He uses his sharp tongue to deflect, while Davey's over here yelling, "AND WHAT'S THAT MAKE YOU?"
