Scheana Shay is showing support for Jax Taylor's choice not to return for season 3 of The Valley. "For Jax, I think that's a smart decision," Shay, 40, said on Wednesday, July 23, episode of the "So Bad It's Good" podcast. "I think that's a healthy decision." Shay noted that Taylor, 46, should be prioritizing himself, adding, "I think he does need to focus on his mental health and his sobriety right now. Being in rehab, trying to film a TV show and having the FOMO [fear of missing out] and all of that. None of that was healthy for him.