Wu Chengyue wasn't worried about Lin Qiao, because he believed in her capabilities. He knew she wouldn't be killed so easily under her current situation.
He wanted to help her, but he also understood that she did not need his help at the moment. His experiences told him that her pride wouldn't let her accept his help now. On the contrary, she might feel annoyed if he offered her help.
Those were the reasons why he wasn't worried about her.
Wu Chengyue couldn't help but feel slightly sorry for Si Kongchen when he learned that Lin Qiao had blown up his arsenals. But soon, he started taking pleasure in the other's misfortune.
During wartime, nothing could be worse than losing weapons or army provisions!