Warning: There are spoilers ahead for You season 2.
Joe originally met with Will to get a new identity. When Will explained how tricky that could be, Joe knocked Will out and stole the Will Bettelheim identity instead. Then Joe locked the real Will in a glass cage in a storage unit. Typical good person stuff.
Similarly to the time Joe locked Benji (Lou Taylor Pucci) in a cage in the first season, this plan seemed to just be a placeholder until Joe figured out what to do. In Benji's case, Joe killed him. In Will's case, Joe eventually set him free. That's because, in season 2, Joe was desperate to prove that he wasn't the monstrous person Beck (Elizabeth Lail) accused him of being before her own death. But Joe's also not stupid; he was wary of letting Will go without assurance that Will wouldn't turn him in. He gave Will the task of trying to prove to Joe that Will was trustworthy. Will thought on things and then was honest with Joe, saying, "No matter what I say, you will never be sure if I'll turn you in." But then Will appealed to Joe's "good" side. "I know you want to do the right thing," Will said, adding that Joe only does bad things to protect other people. "To me that makes you more good than bad," Will said. "But to really be good, Joe, you have to let me out of here."
Why Did Joe Let Will Go?
So Joe did. But not right away. Joe only let Will go after Joe accidentally killed Henderson (Chris D'Elia). Originally, Joe's intention was just to get Henderson to confess on tape about his sexual misconduct, but it turned to murder when Henderson tried to escape. With that on his conscience, Joe needed the pendulum to swing the other way. He decided to let Will out of his cage. "This might be the dumbest mistake I've ever made, but if Will's right, it's also the one thing that will prove that I'm good," Joe told himself in the fourth episode.
Where Did Will Go?
After running far away from both Joe and Los Angeles, Will ended up in Manila in The Philippines. That had long been his plan. Will had previously told Joe that he was engaged to a woman named GiGi who lived in Manila, but Joe doubted this story because they'd only met online and Will had transferred GiGi a large sum of money.
But Will wasn't actually scammed by an Internet scheme. GiGi existed, and Joe learned as much when he FaceTimed Will in episode 9. Joe was fresh off discovering Delilah's body in his cage without remembering whether he'd killed her (he didn't), and Joe wanted to talk the one person he could have killed but didn't. Will assured him that if Joe had intended to let Delilah go then he probably didn't kill her. Joe and Will remained in contact, but Joe seemed to have dropped off a bit while he spent more time with Love to prepare for their baby to be born. A postcard from Will in the final episode read, "Haven't heard from you for a while, everything ok?"
Will developed what seemed like a real friendship with his kidnapper (Stockholm syndrome is real). Unlike Beck in season 1, Will seemingly wasn't just telling Joe what he wanted to hear so that Will could get out — he seemed to genuinely believe that Joe was a mostly good person who just did bad things to bad people. Or maybe that's just what Will tells himself so he can go on living with GiGi in Manila and assuage any guilt about not turning Joe in.