I think Dylan might feel mildly intimidated by Moody just because he's all.. big and bad-ass? xD He's weary of the DMLE as is but recently, he just paints them all as "teh suck". Not that anyone besides him would know that. I doubt he has anything against Doc for leaving. 'Cause he's tended to reconsider his job a lot, especially when he finds something that might be interesting.