Wayne didn't flee in terror just to save himself from the T-1000
He knew John Connor's secret hideout and didn't want to be tortured for it. Glen, the manager of Stan Mikita’s donuts is Al Bundy in a Paper-Thin Disguise.
This was made at the height of Married... with Children’s popularity and Al Bundy had become a cultural icon. In this universe Al had finally snapped and was in hiding as Glen in the nearby Chicago suburbs. Being as it’s Al, the Paper-Thin Disguise makes sense and it’s just a matter of time before he’s caught for the things he says he’s done.