Damien could have stopped Katherine from the start but he wanted to see how far she would go. He had no clue who the woman was; she suddenly appeared in front of them and started spouting absurdity. But with the way Katherine attacked, he could guess this wasn't the first time the two had an encounter.
He watched as Katherine pushed the other against the wall and when he thought she would cuss and shout, her fingers wrapped around the woman's throat—and the bloodlust in her eyes was clear. He hesitantly took a step forward until he heard her speak about Matthew with the woman, so he did a double-take and that's when he realized that she was the woman who came to Katherine earlier during the second segment of the program.
"...Tell me, do you want to meet him face to face in black and blue, or in red?" she said.
It seemed like it wasn't him who needed Caleb and Jeffrey's help to hide a corpse. Even if Katherine didn't ask, he would readily do it for her.