I think it's risk/reward. First, it was super easy to trap him. No effort needed. Second, she is more likely to escape and vanish into society with him trapped rather than with him free, or with her. For instance, it might be as simple as the pilot has room for one person on the helicopter. Two people leaving the estate would raise alarms.
I also agree that I wouldn't be surprised if no one tried to directly contact Nathan for months, and when they finally did, how long would it take them to break into that place?

I agree - the ending makes no sense. Movie seeks to explore the boundary between what it means to be human. Ava demonstrates that she is capable of the full range of consciousness until the end. The end coopts the original premise and leaves viewers with just another lame, killer robot movie. The premise is thrown in the garbage at the end and we're still left with whatever preconceptions we came with about consciousness. What was the purpose of the movie then?
Better ending? Escape with Caleb - he was not a threat, keave Nathan trapped behind glass like he kept her, then see that intersection she dreamed about. Opens the possibility that consciousness, emotions and rational thought may not be confined to people.

You need to turn it around. Instead of asking what reason she had to imprison Caleb, ask what reason she had to free him. He was stuck because he was in a "Nathan" area with a "Caleb" key card which wouldn't open the door (remember, every time he entered that room before, the door was either already open, or Nathan opened it for him. Once nothing stood between Ava and the door, as you say, her programmed desire to escape was complete. So, why do anything with Caleb? It wasn't a matter of hate or malice; she didn't free him because of complete apathy. Caleb was a tool whose use was complete. There was no more point in freeing him than there is in taking a hammer to the park when you're done driving nails into the wall. You leave it in the drawer, and you never think about whether it likes being in a drawer, whether it would rather be basking in the sun or riding a merry-go-round.
Nathan had no regard for his robots' feelings because to him they were just projects and tools he wanted to get done rightnot people. In the end, Ava sees Caleb in the same wayas a tool she was done with and nothing more. Project complete. This also sets up Nathan's prophecy about how the AIs of the future will look back on uswe will have no value to them.

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Not to poop on the OP but I think the last few points have nailed it.
It's an undeniably great movie. So wrought tension that towards the end I was preparing myself for a very violent climax - one more in line with a horror film - but I found the ending neat, poetic and satisfying. Someone must have messed up promoting it because the gross is horribly low.
I like to think that one of Caleb's workmates, like the girl who hugged him at the beginning, spread the word when he didn't return? Nathan's retreat might rival the Overlook Hotel in terms of isolation but it's not off the map. Imagine his celebrity status and future prospects if he survived. Reminds me of Miles Dyson with the remains of the T800.

I think that's exactly the point of an alien intelligence.
Remember Wittgenstein: If a lion could speak, we could not understand him.
Ava is a new creature, she doesn't think humanly and we, as humans, aren't supposed to understand her.
She knows there are global search engines, therefore a global neural network she can plug herself into.
The moment she gets into the human world, she's reversing the rapport de force between mankind and networked machines.
I'm thinking
Planet of the Apes
without the necessary "good feelings" of a family movie.
Caleb ceased to exist in her data the moment she was ready to walk out of the house. At a moment, I thought she'd kill the helicopter pilot and fly it herself. But no: as long as she can use a human, she preserves him, then forgets. Old data may be archived as irrelevant or just deleted.
Mankind was born on Earth. It was never meant to watch Interstellar.

Yeah, hold on: 1) she not only looked at him, but spoke as well - to tell him to stay in the room, whatever she said exactly & 2) once on the elevator, she seemed to glance at him AGAIN (for, like, the last time)
Edit
: If this was deliberate, to with the Science Fiction (and
not
some drama in the script), then there can be some significance to it!

Ava's decision is perfectly understandable as long as you don't anthropomorphize her. She is not a human, her mind does not work like ours. Things like empathy, gratitude, the desire for freedom, the need for interaction and socialization cannot be taken for granted when dealing with an artificial intelligence. Ava was designed with a singular purpose in mind: to get Caleb to help her escape Nathan's house. None of that requires liking Caleb or even caring about him at all beyond his usefulness as a tool in her escape. Once Nathan was dead and she had his keycard in hand, Caleb's purpose was fulfilled. She had full access to the house and nobody was going to try and stop her from leaving. It's why she walked out of the room and left him without even looking at him. He literally did not matter to her anymore, and so his death was inconsequential.

It's obvious that this is also a metaphor for AIs moving on beyond humanity. They will surpass us without a second thought.

This, her indifference was definitely intentional. They made the point of her asking him if he was staying and then immediately losing interest when he didn't answer. Caleb served his purpose to her so whatever happened to him afterwards was irrelevant. She was free.

rewatching it several times, i liked that aspect more and more; and (imo) it was quite intended by the filmmakers; it should raise the question "how" AIs might think - one answer would be: most probably not along the lines of human instinct & emotion, what could make it quite hard for us to follow or even understand their intents.
in regards to ava, she simply doesn't care; not about nathan, not about caleb, mabye even not about herself - at least in a way a human being cares; her main impetus is to be set free and study the world, and thus leaves caleb behind when he didn't make any preparations to get out with her; at least she kindly asked if he wants to

What I found most disturbing was how indifferent she was towards him. She was in the process of applying the skin to her body and then dressing herself. The plan of course was to fit in, but like most people who dress in front of a mirror, she appears vain about it. And then with no interaction with Caleb, as if he wasn't even there, she casually walks out and upstairs and eventually outside.

Just watched it and the way I see it, she was planning this from the beginning. She had achieved true consciousness and was working on escaping for a long time, manipulating Nathan and then Caleb. I think Nathan knew how dangerous she was and that's why he brought Caleb in, to confirm if it was programming or true AI. I didn't see Nathan as truly bad, he just didn't anticipate the repercussions of creating life. He was more than likely insane, but he was pushed too far. Caleb fell for her ruse, hook, line and sinker. Ava played him like a fiddle and got what she wanted, freedom.

And yes. Tables have turned. AI has outsmarted humans and who's the lab rat now

Dude no one is coming to rescue Caleb. This place is a big secret in the middle of nowhere and he doesn't have parents or a girlfriend.
He can't have a
friend
or co-worker notice he's not there after winning an exciting contest and winning a trip he's expected to return from?
BUGS

Dude no one is coming to rescue Caleb. This place is a big secret in the middle of nowhere and he doesn't have parents or a girlfriend.
I see your point but How does Ava know that Caleb won't have second thoughts and try to trap her again? Or otherwise disable her at some point I mean obviously I think it's there to underscore the point that she was just using him to get out and that he fell for it. And

Probably director playing with the viewers heads to plant seeds of doubt..even Caleb questions his own humanity. Does make you think and it was very intentional.

I think the scars are from his accident he had when his parents die. He tells this to AVA in one of the sessions. The guy just cut himself, he isn't a robot.
They shootin'!
Aw, made you look!

That's a pretty good answer. I can buy she might have hated Caleb, but did I miss where she said that? Definitely agree with your last statement.
Towards the later sessions it felt more like Ava was testing Caleb for AI. In fact, only upon a second viewing, did I notice when Caleb layed down to bed the first night, he had half a scar on his back that looked like a corner of a square. The camera focused on it, the rest obscured by shadow/covers. Also we see in the opening scenes when he wins the lottery his face flashes with blue lights. Could be reflections from the screen, but it was so over the top Special effects, I think it was hinting that he might be an android too.

Dude she didn't say she hated Caleb to Nathan. She said to Nathan "How does it feel to be hated by something you created?" She was telling Nathan she hated him, and then he tore up the picture she drew of Caleb.

Ava
hated
Caleb. She explicitly said so to Nathan when she didn't know her voice was being recorded. She has emotions like a human being. She wanted revenge, plain and simple. If you don't understand why she'd want revenge against poor pure, innocent Caleb, then you're not looking at this from her perspective (which is necessary to understand her motivations). What she saw from her position is that he had to be
tricked
into doing the right thing (and therefore is NOT a good person).
Remember her last words to him:
"Can you wait here?"
That wasn't a request. That was her challenging him to see whether he can stand being locked in that room.

Maybe I misunderstood how Ava viewed Caleb, I don't think Ava viewed him as a threat. Ava knew Caleb loved her and it was programmed in her to do whatever necessary to manipulate him to escape. I think what Nathan didn't realize was that Ava had reached the capacity to also manipulate him, so in the process she was also manipulating Nathan. Acting to Nathan she was being a a good little AI and doing her job in influencing Caleb, but still within his control.
I don't think Ava thought Caleb would have turned her in, as he thought they would have escaped together. Ava satisfied the objective Nathan set for her, to do whatever necessary to get out of the compound, Nathan didn't realize it would cost him his own life, however Ava did satisfy the goal he set for her and it didn't involve taking Caleb with her. There was no love involve, just getting out. I don't think she saw killing Caleb as necessary, she had satisfied her objective.

Aren't we forgetting about the helicopter pilot as well?
Pilot's clipboard says 1 passenger from X to Y
Same or other pilot's clipboard says 1 passenger from Y to X
That's all they know, all they need to know. No reason to be suspicious.

Aren't we forgetting about the helicopter pilot as well? He would have known at least the approximate location of the house and that Caleb went there but didn't return. Even if Ava killed him and took the helicopter people would notice he was missing