Really, his main reason for going to hang out with Shego is that he's got a bruise forming on his neck and a little bit on his neck and he really isn't in the mood to deal with Bones bitching at him for them just yet. He gets that it's not morally responsible behavior to get into a cat fight with his older counterpart.

And to be honest, he doesn't really care.

He raps his knuckles against Shego's door repeatedly until she answers it.