We already established in the earlier scenes that the bad guys know where Liz and Cris are. As soon as he gallivants off with the FBI, they're just going to snatch her again...
Not exactly... Beforehand, he mentions that he'll help, "With a few conditions.". One of them would be, quite naturally, to keep her safe without her knowing that they're there. Of course... That would be shot to hell once they try to pick her up regardless of the police's presence... Or would they...?
