"I'm still not certain how I feel about him showing up here." It would raise a lot of questions that Cassian is compartmentalizing and sidestepping all at once. Also, without his memories he's fairly certain Kay would call him out on every half-ounce of bullshit Cassian could muster.

It's probably safer if he isn't here, honestly.

(Not that it makes missing him any easier.)

"Well. Considering they have our things when we wake up, and they're enforcing the current status quo, there's every reason to believe they're involved down there at the Sheriff's office." No reason to believe they aren't, in contrast.