Eliot wouldn't be all that inclined to help the FBI, so he had to ask at least. He keeps his focus on the file, not her.

"Any idea where he is?" His first thought is find the guy, beat him down, and force him to give back what he took. There's probably a very good reason why Nate usually does this and not him. He almost wishes Sophie had come with him on this, she's a lot better with people than he is. But he hadn't wanted to admit he needed her help, so he let her and Parker go off on their shoe-shopping adventure without telling them where he was going.