Spoilers ahead for the midseason finale of Legends of Tomorrow Season 3.
The Legends of Legends of Tomorrow suffered a huge blow in the big Arrow-verse crossover that hit the airwaves last week. Martin Stein was killed after being shot on Earth-X, although he did successfully save the day for the heroes of Earth-1. Martin's death was especially impactful for Jax, and not just because they'd spent three years with a psychic link bonding them together. Jax lost the man who had become a surrogate father, and he also lost his powers as Firestorm. It was somewhat difficult to imagine how he would stay on the team. Well, the midseason finale revealed that Jax simply wouldn't stay on the team. He decided that the time had come to leave the team.
In the midseason finale, the Legends found themselves joining forces with a young version of Martin Stein. Back in 1992, he was more preoccupied with finding a Hanukkah gift for his daughter than anything else, and the Legends had to deal with seeing a young and healthy version of the dear friend they'd just lost. Some dealt with young Martin on board better than others, and Jax understandably had a difficult time. He went so far as to give young Martin a note to be opened in 2017, warning him of his death and explaining exactly what to do to prevent it from happening. Choosing to be responsible when it comes to timelines, Martin burned the letter and refused to change his fate. Jax was not able to save Martin, and he decided that he needed to take a break from adventuring through time.
The good news is that Jax got to leave the Legends without being killed like Martin. Also, actor Franz Drameh didn't choose to leave Legends of Tomorrow because he was going to be very busy with a Broadway engagement like Victor Garber did, so it's entirely possible that the show plans to bring him back, perhaps even in Season 3. Sara was clear that Jax would always have a place in the found family aboard the Waverider, and the Legends even threw a Christmas party to say a grand goodbye to him. Everybody parted on good terms, and he could presumably return to the mix easily.
The bad news is that Jax is clearly having a hard time coping with Martin's death, and he's losing his support system by leaving the Legends. It's possible that he'll return to Martin's family in Central City, as Clarissa reminded Jax that they were family as well even after Martin died. We can only hope that he'll be the same guy he was if he returns in the future.
Jax's departure also means that the Legends are down a fighter, even if he did lose his superpowers when Martin died. Then again, the episode ended on John Constantine showing up to ask for Sara's help, and the trailer for the midseason premiere indicates that he'll bring all kinds of complications to the Waverider. The Legends may not have the free time to miss Jax right off the bat.