Cole has not realized in the slightest that Desmond's busy. It's entirely possible that he's forgotten that people don't want to be bothered while grocery shopping. So, Cole just still manifests in the middle of the shopping basket, not even bothering to move, a bunch of tomatoes creepily hanging out in the middle of his body, while still looking so worried all the while.

"Rhys left. I can't feel him anymore. You have to help, make me whole, keep me from hurting!"

He's not going to go back to that. That anchorless state of him haunting the alleyway, confused, worried, not understanding anything, lashing out to try and get people to see him. He refuses to be that Cole again.