Cole associating with a vampire was the only suspicious thing here. Him not wanting people to orb in is NOT weird at all!
If I'm a lawyer working from home and someone just orbs in and my client sees - hello your credibility and sanity is out the window! If I'm making love to my wife (because lets face it Phoebe and Cole are horndogs) in THEIR private living room and someone just orbs in that's rude. You don't just go to someones house without knocking. Now if Paige orbed to outside the door and then knocked completely different. But she orbs into his house, disturbs a 'business meeting' and wonders why he's so shitty? Like wtf.