Dave was grinding his wheelchair after getting out of a taxi in an abandoned building. Dave was previously assisted by the driver to sit in a wheelchair. The building where Dave had promised to turn himself in to the people who held Natalie, was far from where he lived.
"Do I just go back?" Dave looked down languidly. It didn't feel right for him to just give up. Natalie seemed to be furious if she learned of Dave's decision.
"But if I don't, they'll continue to follow Natalie."
That's not a good thing. They could suddenly change their minds and target Natalie. Dave also wasn't completely sure that the people who were after him would release Natalie, who was already sprawled out in city C.
Dave's goal wasn't that. He wanted to buy time for the men who were bothering Natalie to concentrate fully on the information provided and feel good about their accomplishments. Dave can only hope that help will come and save Natalie soon.