In the face of Wally's teasing, Caleb didn't care much.
On the other end of the call, Wally stopped the car and started to investigate Sharon's identity. "If you have time, why don't you stop calling me and study this lady's husband instead? You might even be able to make a fortune."
Although Sharon had already guessed that Wally would never come back for her, and it was even possible that she would be in more danger if he came back… After a few interactions, she had already discovered that Caleb wouldn't actually kill her. It was probably for the sake of the big picture, so Caleb still had some reservations.