For one, I think that Gallien telling Krakauer this could be a little bit in
hindsight. I doubt he actually gave it much thought at the time.
However, since we must believe that he gave it some thought, as we have no reason to doubt Gallien's honesty, I believe that Gallien didn't report Chris mainly for the reason he gives. He says, "I thought he'd probably get hungry pretty quick and just walk out to the highway. That's what any normal person would do". We all have had times where we thought we should do one thing, and then tell ourselves everything is going to be all right and not to worry. Gallien had a long drive down to Anchorage and probably just wanted to be on his way.
Another reason was probably Chris's drive. Chris brushed off every warning that Gallien offered. Every time that he attempted to to get Chris to rethink, McCandless simply brushed him off, having already made up his mind. I think this is another big reason. Chris was so set on going into the wild and so "excited", as Gallien describes it, that he just gave off the feeling that nothing will stop him from at least trying. I believe Gallien simply dropped the notion that he would have been helping anything by reporting Chris. Like he said, any normal person would figure out its too rough and just walk out.