Though Anthony did, in fact, pity the woman and was concerned for her safety, he quickly began to realize that he doesn't like her very much. Maybe it was just the whole 'drunk out of your mind' thing she was doing right now, but he didn't eally care for it or her very much, really. Regardless, though, his empathy and curiosity overpowered this small distaste for her, and so he kept helping the poor woman to her home. 

Anthony glanced to the side to look at her as she spoke again, simultaneously curious and disinterested. That curiosity turned into confusion rather quickly. Wasn't she supposed to....show him a picture of her fiancé? Or something? "I—what? Okay." He didn't protest at all. Maybe he just misunderstood what Olivia said before very much. Or maybe she was so drunk she had forgotten that she had even said that.

Truthfully, he didn't really mind having escorted this woman to her home for no reason whatsoever, though. It was mostly just the confusion and curiosity that was bothering him at this point. Yeah, if he's a good man then he'll just let her be without anything more said or done by him, but that wouldn't be satisfying enough for him. And, to be very honest, he also kind of wants to get into her home just to steal something from it. Bound to be at least something worthy of grabbing, there.