Personally I think it was Kim on the other end of the phone. If it was just someone on the other end telling Gene that Kim wasn't there or something, they probably would have shown that happening in this episode, so we could see Gene's reaction. The reason they left it open ended, in my opinion, is because we're gonna come back to it. Why would we come back to a simple rejection?

There must have been something important that Kim told him that led him to wanting to go back to pulling schemes with Jeff. Yes, there's the whole thing about how it's his nature, he'll always be Slippin Jimmy, he couldn't keep his hands out of the cash drawer, etc. But he seemed to cut things off with Jeff last episode, and only decided to go back after the phone call.