They do, and feel a lot better.

"Um... Professor? Can you tell us why you chose us to be leaders of our respective teams?" Ruby asked Ozpin.

"You're both questioning as to whether I made a mistake when I did so, aren't you?" Ozpin asked in a knowing tone.

"I mean, yeah," Jaune rubbed the back of his head. "Wouldn't Pyrrha have been a better choice for my team? She's clearly the strongest and most skilled of us. And Ruby... Given that she's basically my servant, some people won't take her seriously in a leadership role..." Despite being a bitch about it, Weiss had had a point about being under a sex **** in the pecking order. Even with Ruby's power having made it perfectly acceptable and normal for her to have that status, it still was recognized as putting her beneath someone else, and for someone to then be placed beneath her in any capacity...

"Mr. Arc, Ms. Rose, I have made more mistakes than any man, woman or child in all of Remnant," Ozpin stated, making them stare at him. Him? The highly respected and famously wise headmaster of Beacon, making that many mistakes? And somehow, Jaune got the strangest sense that he wasn't using hyperbole. "And yet, I do not believe my decision to appoint you both as Team Leaders was one of them. There is more to being a Huntsman and Huntress than strength. Leadership is a skill in of itself. It requires a tactical mind, for one thing. And also a certain charisma that makes others willing to listen to you when you have the key to victory. I believe you both possess these qualities, or at least the potential to grow said qualities in your time here. Even your status as a **** doesn't change the fact that you have the right qualities to lead a team, Ms. Rose. So long as you don't impose your authority on Team RWBY as a group, Mr. Arc, there will be no issues. Let others talk, and laugh, for the time being at least. Eventually, results will speak for themselves."

Jaune and Ruby stared at Ozpin as he proceeded to turn and walk away, leaving them to digest his words. They relaxed slightly, feeling reassured. He seemed to have faith in them... So they owed it to him to prove him right.