When Diego makes that last frantic phone call to Michael, he says, "I don't know who I can trust, not even at the agency."
He's telling Michael that there's a problem in the CIA, a leak, corruption. It's something Michael's known since Phillip Cowan at the end of season one, a man who put together a fake file on Michael and signed his burn notice just because Management asked him to.
I don't think Michael hears that warning. He's too busy thinking about what someone coming after Diego might mean for him and his family, about what just happened to Fiona. He's tying it all in his mind to Tom Strickler. And he doesn't want to believe what Diego's saying - he wants to believe that Cowan was one bad person and his death was the end of it.













