The Arrival - S1-E4
Trivia: Michael Cerveris makes his first significant appearance in this episode as The Observer/Bald Man. However if you watch the series from the beginning, he makes fleeting appearances in every episode, sometimes on a tv screen.
Answer: In the time line of Season 4, William Bell is trying to destroy both universes to create a new one, and he needs Olivia to power the collapse. So he helped her escape. But the real question is, if not in search of Peter, why Olivia has to travel to the alternate universe to be captured and replaced?
AmiSecured