Why does Teddy look surprised when Lenny asks if he's Officer Gammel?

Just watched Memento for the first time and I'm still not entirely sure which is the true narrative, but maybe thats part of the point. My first instinct was that Teddy lies througout and was in fact the real John G, but It seems like the commonly accepted plot is that Teddy was a corrupt cop using Lenny to do his dirty work.There's one scene however that confuses me about Teddy. Towards the end, after it's revealed that Lenny was on the phone all this time with "office Gammel," he then goes down to the lobby to meet him, and when he arrives he sees Joe Pantoliono and asks if he's officer Gammel. Joe responds by looking shiftily towards the sleeping Burt before giving his answer and quickly changing the subject. But why?

Now the guy on the phone says he's in the lobby, so I don't think there's any doubt that Joe's the one who was on the line, but then why look suspicious when asked about your identity?