Sounds like your coworker has a decent plan, if he's willing to execute it. He's not required to chat with the TSA or anybody else about his plans or advance intent not to fly.
Assuming he goes through the screening process "opt out" of course, and clears to airside, then turns around and goes through the exits then gets his ticket refunded, what is the TSA going to do? What was unlawful about going through the screening process? Also, TSA doesn't check ID's at the exits, last I heard, so how would they know he left? What criminal charge would there be? What civil penalty would apply?
And why do YOU "fear" anything anyway? After all, you're not the one putting themselves out there--your co-worker is.