Im not sure who else he found suspicious, but I make the point it is suspicious being in a lunchroom with the President cruising by outside and then with people running willy nilly into the TSBD as well as around outside (and presumably shouting, etc) not to show any interest whatsoever? I personally would have had him detained as a person of interest.
Maybe he didn't like crowds?
As mentioned by others, there were several employees at TSBD who didn't go out to watch the parade.