lmao He wants to stab Diego repeatedly in the joints with his own knives for that. I mean, from a narrative standpoint, it'd be too easy to wrap up the series if he hadn't, and from a mystery standpoint it'd not keep that intrigue going as long as it did. But from a "WHAT PART OF COMING BACK TO SAVE YOUR SORRY ASSES DO YOU NOT UNDERSTAND" standpoint it would have saved so much hassle.
He's also not telling any of them just yet that that's what he got. He will, eventually, tell them. But for now, he's maintaining that what he was given was a mystery to solve (because it's technically true).