Alfred was aware that Tatiana was trying to sacrifice a pawn to secure the big picture. He had underestimated Olivia's importance to Mason and Linus.

If things went on like this, even Tatiana would get the blame. Abandoning Alfred was a better choice than getting Tatiana dragged down with him.

Alfred was at a loss. Tatiana was Mason's wife, after all. Even if Mason was angry at her, they would reconcile soon enough.

But if Alfred exposed Tatiana, he would be offending the entire Heath family.