SPOILER ALERT It didn't make sense that ...

It didn't make sense that Dolan didn't trust Sheridan and demanded the car keys from him, not a word of protest from Sheridan ? Sheridan is scamming Dolan I know, but to 'act natural' Sheridan should have reacted differently: "I'm trying to save your azz here so you get your pension after catching you coming out of a bar no less, and YOU don't TRUST ME WITH THE KEYS ?". Not likely.