Jimmy didn't wait in the office; instead, he went straight to the NYPD Detective Bureau. The dismemberment case was initially meant to boost Nia's performance, which he investigated privately. Later, Nia was shot on her way back to the precinct while supporting a Patrol Officer and took a long leave.
After Nia was shot, this missing person case was quickly added to the missing persons list and was shelved. When Nia returned to work, the investigation wasn't reopened, as mentioned before, there are too many missing people each year for the police to possibly investigate them all.
On the way, he called Nia, then directly entered the precinct with facial recognition; he'd been there often enough to be familiar.
When Nia saw Jimmy enter the office, she asked, "What's up?"
Jimmy: "Where are your past case files? There might be new clues on a case, the missing person case you were investigating when you got shot."
