Jimmy drove his Suburban directly to the Anti-Terrorism Bureau and inquired with Caitlin's assistant, only to learn that Caitlin hadn't returned and was still at Langley.
Jimmy left the Anti-Terrorism Bureau with a frown and drove back to the FBI office. What is Caitlin up to? She hasn't been back for days, and this case should have ended long ago, right?
Moreover, the discovery of the spy was by the DIA, and the CIA only coordinated with their investigation into the embassy and consulate matters, as well as the final capture, mostly dealing with the periphery. The genuinely lost intelligence requires the DIA to access and investigate, and Caitlin is the responsible party for the case on the CIA's end, so it's impossible for her to intervene in DIA matters.
Jimmy could only wait. Calling Caitlin now would be problematic; taking the initiative would nullify the stance he expressed previously. He had to endure for a bit longer, at least until she returned.
