Reigen ran into that storm just to save Mob.

He threw off his shoes, his jacket, and took off. He didn't care if he had to die. He just needed to save Mob.

As soon as Reigen confessed to not having psychic powers, the sky clears. Safety. Mob was back. Safe.

Reigen stood in the wreckage of Seasoning City, now disheveled. Watching as Mob walked away to confess to Tsubomi.