To be fair to Fred, he wasn't told the details about the Diego thing. If Bree had said "Yeah. Last time I saw him we were sneaking together hearing sensitive information and he decided to stay to tell Riley even more sensitive information as his pretend girlfriend was around. So yeah, I have to find him." You just know Diego would have went "Uh... about Diego, I don't think he's actually there Bree."

And Fred is what a villain protagonist should be. He's doing something wrong, but he has redeeming qualities, is smart, and has cool powers (make little sense, but hey).