Dave is under tremendous pressure; if he doesn't handle this carefully, the losses might not just be a capable agent, and it's not out of the question that it could lead to an unacceptable situation that no one can tolerate. Jimmy is not the kind of person to swallow his pride. He hasn't made any demands before because he isn't the type who seeks to climb the ranks, but if you think he would accept any pressure forced upon him, you'd be gravely mistaken.
Then there's that damn background. Who exactly is behind him is still unclear. Only reliable people can investigate the CIA's insider information, and such people are precisely what Dave lacks on his side.
