Well, first and foremost, Albert likes having Gordon around, regardless of the eye-rolling he does and aspirin he consumes on a regular basis. For one thing, he knows he can trust Gordon and it's good to have support and familiarity in a place that Albert hates so much; for another, there's a certain sort of comfort in having his boss there, because then it's a little less like ALBERT AND COOP ON A STUPID BRO ADVENTURE and more like "oh, our office got displaced and we're working on a new case in a strange land". Gordon's presence maintains that sort of inherent structural hierarchy, and for all Albert's grumpiness and complaining, that's something he really appreciates a lot. Gordon is a good boss to work for.

(Also that's one more person helping him keep an eye on Coop, but hey.)

Granted, dealing with Gordon is still dealing with Gordon, and results in plenty of inanity and headaches and aspirin consumption, so it's decidedly not all sunshine and roses. He still gets frustrated with Gordon and sometimes wants to beat his head against the wall, but hey, that's Albert and Gordon. What can you do. c: