While it was true that Pierce had only met Olivia a couple of weeks ago, he felt like he knew her well - and he knew that the Gregory stubborn streak was prevalent within her; being brought up in the family she was raised with only added to that, leading to Pierce essentially fearing the worst for the rest of Olivia's life.
Therefore, he knew that she had gone after Casper once she was dropped off. He had a feeling, a premonition of sorts, and those who knew Pierce knew that his premonitions were hardly wrong.
He came back inside the tower after having a cigarette out on the balcony, reaching for his Blackberry and calling Olivia's cell phone, listening to the ring on the other end. She better pick up...