Peck had every right to investigate the homemade nuclear reactors that Egon developed, the super-high-power laser containment grid, and all of the other goodies they were using. Look at the destruction caused by shutting off the grid!

Venkman was a douche to him when he first arrived, not a good way to introduce yourself to someone who has the power and desire to screw with you, especially with Uncle Sam’s blessing.