If something had been stolen, then it was probably better to find out about it now. And it wasn't like he thought she would attack him, but he didn't want to be snapped at either, so Li decided it was in everyone's best interest if he just let her be.
At a loss for anything else to do, he kept a lookout for movement, but his night vision was woefully insufficient. It stood to reason, too, that the creature or thief or whatever it was had a great deal of skill in hiding.