Why It's Maddening:
Who knows? And frankly, who cares? Certainly Peter doesn't, seeing as how he never mentions Caitlin again.
It's not actually Peter's fault here. Caitlin was a casualty of the 2007 Writers Guild of America strike. NBC aired only half the season's episodes, effectively shelving Heroes' spring storylines.
When the next season rolled around, Heroes creator Tim Kring was eager to jump-start the flagging series, sans time travel and pointless tertiary love interests. When asked if Caitlin would ever return, he blithely responded, "No, we passed it, we leapfrogged it."
Fair enough, but Peter's total lack of concern for Caitlin raises some disturbing implications for his character. At best, he's left her in a hellish alternate reality where 93 percent of humanity is dead. At worst, he's erased her from existence, or at least consigned her to some unfathomable living death.