I think his expression is more because he didn't realize he'd left so many clues behind.
Some in the SAS might have issues with these actions and are intelligent enough to piece it together if they get on the right track.
A reason why he asked Ms. Stark to leave.
She's Fusion. He can't really threaten her, only her loved ones. Might not be a good idea, since now we know that Adam Conroy is a murderer and that Richard Wilde supported him since years. As in "By making this threat you have taken responsibility for my loved ones. Anything happens to them and I publish what I know."
