If you aren’t familiar with the term “loss prevention” it’s corporate speak for theft prevention, although it technically covers all monetary losses regardless of cause. Essentially Thomas is asking if Wes is a thief. Of course if Reggie had seen something suspicious he would’ve told someone already. It’s not wise to go around accusing people of being thieves unless you can slam dunk it. Certainly part of why he didn’t tell everyone about Wes from the start. His source has yet to be revealed, but that’s a whole other thing. Whatever everyone else thinks of Reggie Thomas trusts him to stick to his moral code. Reggie might do some underhanded things, but there are lines he will always refuse to cross. As an overseer of a person whose credibility is in question Reggie is a good choice. That said, it’s mean in some ways for Thomas to put this on Reggie since he obviously would know that they are friendly, if not friends outright. He’s poured poison in Reggie’s ear. For good or ill.