"Counter Gambit" (aka the one with the pearl necklace)

We just watched "Counter Gambit" (s1e16) tonight. This is the episode where someone that Rockford knew in prison hires him to track down his old girlfriend, but it turns out he's actually after a pearl necklace that he had stolen and left with her. The story has some neat twists (and I think some of Angel's best -- and least annoying -- scenes ever), but I don't understand why everything's supposed to be OK at the end.

Spoiler:
Unless I missed something, the necklace thief and his buddy are still on the loose and are pretty sure that Rockford has tricked them out of a hefty sum. So why isn't Jim afraid that they'll come after him again -- and won't play nice this time?

Please clue me in!