Lucius has every intention of calling Kirk when he finds Sebastian.

On the other hand, he has every intention of being the one to find Sebastian first. It's not unreasonable for Hellsing to want an explanation, but there are a few things Lucius needs to know first, and alone.

To that end, he's been keeping an eye out for awhile, and is making a circuit of likely places in the Guild Hall that Sebastian might go.