It's kind of a tricky situation for Philip because I think by the point they're at, he's starting to face the reality that their luck will eventually run out. We see how close they come at points during the season to getting captured, or someone figuring out the truth. If that happens, Henry and Paige's world is destroyed anyway. So while I don't think he's actively trying to get out because he doesn't like spying... I think that danger to his family is always lurking somewhere in the back of his mind too. Obviously the best case scenario is that he and Elizabeth keep spying and nothing ever happens... but the likelihood of them being able to do that indefinitely without getting caught is pretty low, and gets even lower when they're asked, starting with Timoshev, to start doing more dangerous things.