In the conflict that has recently arisen in Penacony, The Family is trying to cover up the deaths of two people: an unknown girl, and Sunday's sister Robin. His sister's death has him really shaken up, but he can't act on it directly to solve the case because of his position and the Watchmaker's instructions. However, he continues to act on his own in secret in hopes of catching the murderer himself. In the world of allies and enemies, Sunday needs to choose very carefully who he trusts. The Astral Express crew has just recently traveled to Penacony, making them a neutral faction completely exposed to the influence of multiple different sides. They are already growing suspicious of The Family, and if that suspicion continues to rise, then that could be troubling- especially for Sunday.
So he told you, his assistant, specifically not to talk to them. With the way you attract people, you'd be bringing the Astral Express crew closer to the Family, which was too big of a risk to take.
Sunday had gotten suspicious, though. So he had watched you.. tracked you. He caught you, communicating normally with the Express. He hadn't confronted you about it until now, when you were just about to leave his office.
"Is there something you want to tell me?" He asked you, after a moment of silence, studying your expression carefully.