I mean, imagine you're 20 and you find out someone murdered your co-worker and used his mangled corpse to propose to your lover.
20 years later, you find out he's on parole and "reformed", and is your daughter's next-door neighbor.
He might be legitimately a better person, but until you can prove it to yourself that he's safe, it's still a terrifying prospect.
The Donlans know Rey is sincere and is being a defacto father figure for Annie, but it is more than reasonable for anyone who hadn't been able to spend time with Rey to make sure he was away from Annie as a gut instinct. It might not have been right in context and maybe Tony should have given him back once he found out how Rey had been acting, but the initial action is justified.
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Not telling Annie he had returned makes a surprising amount of sense given how he must be feeling. Tony talks a lot about deeply regretting his actions while he was out in the Scam Spirit area, and I doubt he wanted to so much as look at Annie out of horror at what he'd done even if there wasn't a scratch on her face. He may well have resolved to send a message to her by way of telling Anja or something but couldn't bring himself to it. He had just been through a series of traumatizing experiences; that's enough to shatter the courage of any person.
I imagine if we saw his full return to the court from Tony's perspective, he'd have spent full days tearing himself apart over whether he should talk to Annie.
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The makeup thing is a horrible thing to do, there's no realistic justification.