Blake not knowing Anya saw, he did support the captain, he was only using the moment the get  out the get the lay of the land and see how things are just in case it was a ploy,he wanted to distract the guards and also he checked out all the house for Way's to leave without being followed by the guard. He sketch out a map and all the areas and passages he found. Of course he hide this map in his coat pocket and came back to the lobby waiting for the others to come out as well as the captain.