Timothy Zahn: In ththrawne present, they are not exactly adversaries, but Vader does not particularly trust Thrawn. Vader doesn’t really trust anybody, especially given that the Emperor has taken an interest in this particular grand admiral for reasons Vader may not entirely know and may not entirely trust. They are not going into this mission as really close allies; they are going in with reservations on both sides.
StarWars.com: And their relationship back in the day, as they first worked together?
Timothy Zahn: As you see from the excerpt, it is sort of a not-last-minute, not-spur-of-the-moment, but unexpected intersection of their two lives and activities and the suggestion that they team up comes from Thrawn. So there will be a lot of mistrust, especially on Anakin’s part, “Just why is this person here? Who is he? What is he up to? Can I trust him?” With this guy showing up out of the blue, you can imagine how Anakin feels about that, but on the other hand, he’s also smart enough to know that assistance at this point would probably be more useful than it would be risky. Of course, Anakin has a fairly high opinion of his ability to handle anything that comes his way.