Initially he's a little confused about why Bossie immediately wants to report this to him, until he pieces it together with Carver's comments about how they'd never had allies.

"It's always beneficial to make connections and establish additional information sources. There's nothing wrong with that, or with making friends. We're secretive by nature and by habit, so I would appreciate your discretion -- but that isn't a rule."

Trust Harold to include making friends as a valid reason to socialize outside of the team. He's not great at it himself, but he understands it as a basic human need and really wishes his little coterie of dangerous killers had more of a support system. He has a professional paranoid's reflexive need to control the flow of information completely, but he will even give that up in deference to someone's need for connection.