I think Lelouch understands now that there are some people he needs to place trust in to help him. He can't do anything by just by himself anymore. Plus he's know Sayako longer and knows that she knows his and Nunally's past history. In episode 2, he asked where Sayako was and CC said she ran to the Chinese Federation. Since, she didn't know his identity she didn't help with searching for Nunally. If she knew, she would have made that her number one priority.