Walter was a lot of things. But he wasn't stupid.
He knew there was no case, but Paige was the one missing first- someone who'd (as far as he knew) had never met Collins. He suspected that she might be unwell, or maybe Ralph was? But he couldn't allow himself to dwell on it, They had a job to do. There were lives at risk, and if he wasn't 100% focused he could make a deadly mistake. As hard as it was he had to push his worries aside and worry about her later.
He was concerned about Collins repeated demands for Paige to return though.
