I always got the feeling that it was one of Urouge’s nakama saying not to bother, especially since we see Kaido by himself prior to the jump.
As to why he was in that specific place? It’s the Balloon Terminal, right? Perhaps the fact that it’s a sky island already established in the clouds being supported by a bunch of things that can collectively cause something to float higher than usual means that place is further up in the stratosphere than Skypiea/the other ones. If this is true, then maybe Kaido thought the increased height would help his massive body gather enough force to finally kill himself. Like @Zara said, it’s hard to know what’s running through the mind of a suicidal alcoholic who’s also hell-bent on ruling the world, but that’s my best guess
As to why he was in that specific place? It’s the Balloon Terminal, right? Perhaps the fact that it’s a sky island already established in the clouds being supported by a bunch of things that can collectively cause something to float higher than usual means that place is further up in the stratosphere than Skypiea/the other ones. If this is true, then maybe Kaido thought the increased height would help his massive body gather enough force to finally kill himself. Like @Zara said, it’s hard to know what’s running through the mind of a suicidal alcoholic who’s also hell-bent on ruling the world, but that’s my best guess