As Nessia prepared to head out, she told Alex to get out.
The boy complied with her wishes, as antagonizing her beyond a certain point would produce unwanted results. He couldn't have a blood feud with her and needed to assist her when she desperately needed it.
That's how he would maintain a friendly relationship with a big shot. At least he'd been noticed now.
He wished to affiliate with big shots without needing to join a force since that would only limit his movement. He wanted to visit many shady places, and having someone track his movement would be detrimental to his privacy.
That was also the reason he told Sarah and Seo-Jun to wander on their own. He allowed Naheer to stay, but he decided not to take him everywhere. He was like Alex's shadow.