The boss thinks it strange that the two men travel together and is suspicious that George might be taking advantage of Lennie's disability. He believed that possibly George might be keeping Lennie's pay
His response does not seem rational to us because we are used to our freedoms but for Sergei he group up with the KGB just barging into his home at anytime. Now where Sergei lives he has privacy and he doesn't want anyone to bother his privacy.