Well, he has been missing since June, so either 1) he hasn't paid his mess bills, and someone wants the cash, or 2) they want to drag the issue out into the public domain.
Then the question comes down to defection or detention.
If he's defected, the Iranians probably want confirmation, because then they can start panicking about just how long he was leaking to his handlers before he went over the fence.
If he's been detained, they want someone to own up, so that they can start making noises about getting him back before he talks too much.
If he's simply been done in and dropped into a hole in the desert, they presumably want to make a fuss so they can find the body, confirm what's happened and when.
If they carry on making a fuss, then we can presume that this guy was important to them.