Hey Kira, I had to watch that scene upteen times just so I could get a minute worth of my Sofia fix and this is how I saw it.
Catherine is very surprised when Sofia walks into the house. Not just 'hey haven't seen you in a long time, how's it going' surprised. But rather, 'oh no, I thought she left town and I was in the clear' surprised.
Gil's action do not speak as though he is surprised, but in his voice, "What are you doing here?" carries a tone that I have heard many a times with hubby. It suggest that Gil & Sofia see each other on a regular bases, but this time it wasn't planned, and makes him wonder if she is returning something left from the day before.
I'm not surprised that he didn't turn around only because it wasn't called for, especially with Cath in the room. I'm picking up a familiar vib between them. If he stopped what he was doing and turned around, it would have given Cath room to wonder, as she already warned him to stay away from Sofia last year. Her parting shot of "What would you do without me?" came across very unfriendly to me and as another warning.
But like I said, to add some humor to the whole thing, it would have been great if Sofia took him away in handcuffs as it would have been in her personality to do it. Oh well, have to put that in a future fic.