He wanted him to come back to Israel. He didn't want to offer any consolation to Avi. It probably made him look bad to his superiors that he couldn't get him to come back.

@Markoff said:

I don't get it, he didn't want to do it in US, only in Israel or he had some other issue with him, because he is now murderer?

I think the issue is going into the house of an assassin. Which for religious Jews would be forbidden. The subtext is that Ephraim thinks of Anver as 'unclean', even if he was working for his country, but sees himself as righteous.

The core of the movie is really about betrayal: of both people and principles. Robert's speech in the railway station sums it up. And given that Robert, Hans and Carl were murdered, this doesn't make much sense until Ephraim reveals that there were other teams in the field as well. There are plenty of hints in the movie that Steve was either responsible directly or indirectly. They are all killed shortly after expressing moral doubts about what they are doing.