Rogue Traders are offered many liberties others are denied which doesn't sit well with the Inquisition and one of them is on your ship.
This man has been posted by the Inquisition, the order that is all about knowing everything that every Imperial citizen does at any given time. Due to the massive size of the Imperium, this task is impossible but that has never stopped the Order from committing atrocities in an attempt to achieve it.
Just like Ordo Xenos, Calox appears to be highly intolerant of the alien species, some of whom are in the retinue of the Rogue Trader, which will undoubtedly create tensions in the group.
However, the Inquisitor also appears to be aware of the importance of the Rogue Trader in question and he is exercising restraint in order to figure out what is happening and keep an eye on this distinct individual.
A powerful psychic, Calox could end up a formidable foe, should the Rogue Trader utilise their liberties a bit too much and find themselves tempted with Chaos.
On the other hand, the Inquisitor is also aware the Rogue Trader could be an invaluable asset in the Koronus Expanse, which could persuade him lend a few talents to the group while he's not grumpy about the colourful cast of characters around the protagonist.