I've left messages
When Gordon says that, do you think that he is admonishing Albert for having helped Cooper (or who they believe may be Cooper) that led to an agent's death?
Or do you think there is something more sinister going on...something that the audience is hinted towards but not privy to. Something that Albert and Gordon know that we don't?
When Mark Frost mentioned that Gordon Cole had a LOT of prior knowledge into darker mysteries that were discussed in the Secret History of Twin Peaks, I posted awhile ago about the possibility of Gordon having some sort of grand design/grand plan that he was working towards all his life, and that inolves Blue Rose cases of course. But I questioned whether Gordon's motives were pure, or if he may possibly turn out to be a sort of villain, trying to capture something, like the Experiment. But instead of Gordon, maybe Albert or Philip may be masterminding something big.
I love how Twin Peaks has gradually increased its universal span in it's storytelling. For me, it all started 26 some years ago when Major Briggs inexplicably knocked on Cooper's door at the Great Northern and "delivered the message". That was one of my favorite scenes in the original Twin Peaks as it hinted at something much much bigger at play.