Of course she was cold. She was an artificial intelligence, with artificial emotions. She didn't actually feel anything, she emulated to manipulate.
She asked him if it was his intention to stay, so when he did in fact stay, she assumed that was what he wanted to do.

I woulda thought Nathan would have a security backup thingy so he couldn't be blindsided like that, and I thought he'd have guessed Caleb had already rigged the jury on his doors, but even still, I found it riveting. As for Ava and escaping, yeah I don't think he meant it to happen, he just wanted to see how manipulative she could become, as proof for his AI.
Sheesh, she was cold! She locked Caleb in and left with barely a backward glance!

I think that Nathan wasn't so much arrogant, but rather
nonchalant
, which eventually became his downfall. And I think Nathan was merely joking and teasing Caleb, he was intentionally mis-quoting Caleb's words about "the history of gods", because Caleb was a rather uptight geek and Nathan wanted him to loosen up a bit.
And one could argue that Caleb was dumber than a dumb pawn; he was Ava's lackey in the end.

Keiko Matsui & Carl Anderson - "A Drop of Water"

Also, Nathan was an alcoholic. You don't get to be one of those without also making mistakes.

The biggest point I think that needs to be addressed is that Nathan was arrogant, his couple of slip-ups were when he focused on Caleb's quotes and possibly believed he himself had achieved that level of godhood, and it was arrogance that was his downfall. Most highly intelligent people are never prepared for the unknown factor, and to Nathan he had orchestrated a perfect plan that he believed would give him the results he desired; yet Caleb wasn't the dumb pawn he thought he was, which became the piece that tore down Nathan in the end.

Agreed, I don't believe we are "programmed" to want food or water. Thirst and hunger are merely biological states in the face of lacking one or the other. Just as the need to urinate is the biological effect of a full bladder. We aren't programmed to pee when we feel it, it's just the obvious thing to do.

Thanks for your reply. I don't think I would say that humans are genetically "programmed" to want food/water/etc., because I suspect that human beings have been "conditioned" to do so through circumstances (although I'd say it goes back to before birth, in the womb; so maybe we can indeed call that "innately programmed"); but I'm not a geneticist, biologist or behavioral scientist, so I can't tell for certain.

Keiko Matsui & Carl Anderson - "A Drop of Water"

Ah, I must have misunderstood then. I thought Nathan intentionally set Ava up with the task of escaping included in her AI (like all humans are innately "programmed" to want food/water/etc).
That makes a little more sense then, it was still playing with fire, but at least Ava's motives weren't entirely constructed by Nathan.

Nathan didn't want Ava to actually escape, Nathan merely wanted to see if an AI could (& would) manipulate a human being into helping it escape.
Every AI that Nathan built, wanted to escape*. Apparently it's a desire that develops and manifests naturally and spontaneously in any (anthropomorphic) AI. Nathan didn't program anything.
With the exception of Kyoko; apparently Nathan had placed some limiting boundary conditions on her brain, that made her permanently docile/servile. So she's not fully an AI.

Keiko Matsui & Carl Anderson - "A Drop of Water"