He's laid the groundwork for his return. By going to Sloane and presenting himself as an innocent man who believes that he's being framed by Kane, who can't find the actual culprit, he's ready to return when and if he can get the goods on the real abductor. All Kane really has is a smeared SIM card, a dead CIA agent (and Jack's silence about that can easily be explained by the fact that he works with people who mostly believe that they work for the CIA), and a strong gut feeling (which is right--he's got secrets--but off-target--not about Emily). Jack knows that Sloane would easily kill him (he's well-aware of how easily he let go of Marshall, after all)--especially if he thought Jack had betrayed him, but he also knows that Sloane tends to believe in a demonstration of loyalty--particularly personal loyalty. Look at how far Jack's impressing upon Sloane that his mission against The Man was out of a personal loyalty rather than a loyalty to the Alliance (mentioning that the Alliance would have killed him for going rogue) got him. If Jack can demonstrate his personal loyalty to Sloane by bringing in Emily's real abductors and solving the mystery, Sloane will no doubt make all his problems go away despite any lingering suspicions Kane has--after all, what really is left to her but suspicions?