Hi there,
My take ...... they knew that neither of them, nor the children, had any relatives in NSW ..... so James was either in a different colony (NZ, VDL, at the Cape, Canada) or was still in England, or was in the Americas, or was somewheres else, perhaps a seaman on a sailing ship on the high seas or in the army, or employed by the East India Co, or Jane was a widow.
Re John at Pyrmont and James, perhaps the father of Alexander b 1838 in NSW ..... are you sure these two chaps were brothers? Was there another brother named Thomas? I have plenty of examples where Jno and Jas are indexed as separate people, yet when I get to the primary records, (eg NSW State Records Office) and look at the details, Jno and Jas are simply poorly indexed, they are ONE person, their signatures have been mis-transcribed, mind you the signatures were first penned on the papers in the 1820's, and thus have deteriorated over time.
Now to find James arriving AFTER Jane

and perhaps NOT as a convict ..... so back to the indexes at NSW SRO
http://srwww.records.nsw.gov.au/indexsearch/keyname.aspx (you could follow up on Thomas Thorp/e too)
Cheers, JM (with fingers crossed of course)