1. Paul's wife is a magical weapon against the Bad Guys. She doesn't know it, but the 'police' do. For this reason, they do not help Paul rescue her, because they want her to stay right where she is. They also do not tell him she's the weapon because they don't want the Bad Guys to read the knowledge from Paul's mind. So Paul is left in the dark and is furious with the 'police.' Thus, he decides he must go in after her himself. Naturally, he does not tell the 'police' this.
2. Paul and his wife have to somehow be in communication with each other and working together during a lot of the time that Paul is with the Bad Guys. This is the only way I can see their marriage surviving. They have to use Paul's status as a Bad Guy, as well as his wife's slowly realized status as the weapon, to defeat the Bad Guys together, not just to effect the rescue.
Any resemblance his wife bears to Lilith Drachenstein is entirely intended. *looks sheepishly at Viv*