Wilson should have seen that the office of this supposedly important organization established by a millionaire was very sparsely furnished. There was only one room, and nothing in it but one table, one chair, and a bookcase with only one volume of the Encyclopedia Britannica. Wilson repeatedly tells Holmes and Watson that he is a very stay-at-home man, that he seldom gets out for weeks at a time, that he is very poorly informed about the outside world, etc. This no doubt is intended to explain why he is not made suspicious by the temporary look of the little office. He doesn't know what offices usually look like. The two crooks want to make sure he stays in the room; they don't want him talking to other tenants and learning that they know nothing about any League of Red-Headed Men.
If the League of Red-Headed Men was such an important institution, Wilson might have wondered why this Duncan Ross didn't have his own private office in the building and perhaps why he didn't have a secretary or an assistant. After all, Wilson himself has only a tiny business but hires an assistant. They must have given him the Encyclopedia Britannica to copy in order to keep his mind so occupied that he wouldn't be asking himself questions or thinking of asking questions of other people in the building. He quickly learns a lot when the so-called League of Red-Headed Men is dissolved and he starts doing some investigating.
Mr. Wilson failed to recognize that it was his assistant, whom he had only known for three months, who introduced him to the "job", pushed him through the crowd to the front of the line, and got him the position. There were crowds of red-headed people outside the door, but they immediately hired Mr. Wilson. He should have been suspicious of a job that required him to copy out of the encyclopedia and not leave the office for four hours. What kind of a job is that? The purpose of his position was to get him out of his pawnbroker's business for four hours a day, but Mr. Wilson did not notice the worn, wrinkled, and stained knees of his assistant, or that anything was different in the shop when he returned. He should have been suspicious of a man who was so smart and yet offered to work for half wages. Anyone willing to do that must have a secondary motive. Then there was the assistant's love of photography which took him down to the cellar frequently to "develop film". Mr. Wilson never set foot down there, or he would have found the tunnel. He .ally saw the time the assistant spent down there as a fault of his. He was unaware that the bank was within burrowing distance from his business. Because the man was willing to work for half wages, Mr. Wilson did not question him or his motives or he would have known more about him.