Okay, I wanna go over the "Loid meets Donovan" scene and talk about why nothing has happened with that yet in spite of the potential mind-reading powers.
So from this, Donovan is possibly aware that Loid is someone looking for information on him and his stance on a potential war, but he doesn't know why Loid wants this info - the last panel especially indicates that Loid's mind might be running too fast for him to read accurately, since we know Anya has the same problem.
This page doesn't have anything to do with Loid specifically, but does kinda support the mind reading as Donovan is probably annoyed at Damien's thoughts that he should actually care about him getting hit.
So here Loid's thoughts indicate that he's most likely someone opposed to war, but he's also somewhat agreeing with Donovan internally while verbally seeming to agree completely to suck up to him.
But then
He verbally and internally refutes Donovan's philosophy while reaching out to Damien, instead of just fully pretending to agree with everything the man says to gain his trust.
And yes he does think "I am a spy", but he doesn't state who he's working for or to what end - for all Donovan knows he could be from a political rival or another party. Nothing to indicate that he's Twilight.
...And he goes back to sucking up to Donovan, but continues praising Damien after his own father dismissed him.
I think it's this contradiction - that although Loid is a spy wanting information on Donovan and it would have been in the best interest of the mission to just pretend to agree with him on everything to try and get closer, he instead chose to counter his argument and stand up for Damien - that Donovan found interesting.
I'm sure Donovan has to deal with lots of spying and false sycophants and fake politicians whenever he's out now so he's probably used to that. But one who sticks up for a kid that is basically a "stranger" to both of them where others would have blindly agreed in spite of the fact that it might hamper his mission...now that's new. And interesting.
TL;DR: Donovan hasn't interfered with Loid because 1. he doesn't know who he actually is or what he's after yet, but also 2. his actions in sticking up for Damien even though there was no personal gain and it might have even been a detriment to him.