Yeah, I really enjoyed that last episode for similar reasons. I think it is the American in me that is always rooting for Phillip because he seems to be the voice of reason between his wife and himself. Elizabeth is just always jumping to the worst conclusions and Phillip is trying to talk her down. It makes me wonder how their relationship will develop over the course of the show, as I assume she will either be swayed towards his way of thinking or turn against him (which I think would be far more interesting).
It's also interesting to note that this show was created by a former CIA officer.
On a more personal note, I have a friend who has the same name as one of the main characters (Phillip Jennings) and I am giving him such a hard time about being a KGB sleeper agent and it really irritates the hell out of him which is hilarious. I guess I am just an asshole to my friends, though.