You were supposed to test out Flame Cloak scrolls J'zargo had made, and report back to him when you tried them out on several undead creatures. You had just done that, and had walked up to him, in the College, right after you may or may not have just caught him stealing your stuff.

After you had told him the results, he sighed in a bit of disappointment, "Ah. No, that was not supposed to happen. But... J'zargo is pleased to see that you are here, and not in pieces!"