I don't know how much (if at all) we disagree. I didn't mean that he wanted Shadow permanently injured, just ... stressed ... to further him along the path to becoming whatever god or demigod he's supposed to be. I haven't read the book so I really don't know why Shadow is important to Odin but it's clear that Shadow is not an ordinary human and Odin needs something from him that Shadow is currently *incapable* of doing. Odin's been putting him through boot camp throughout the series and getting to Cairo on his own is part of that training.
That said, in Norse mythology Odin is known as both deceitful and "all-seeing" so I find it hard to believe that he knew exactly where the train and Shadow were but didn't know that Laura and his servant, Sweeney, were also on the train.
In addition, we know that Odin killed Laura, was angry last season when she turned up during his big reveal to Shadow, and that he was trying to put a wedge between Laura and Shadow in this episode so I think it's important to Odin that Shadow and Laura are not attached to each other. I think he more didn't want Shadow to see Laura's attempt to rescue him, than the extent of her injuries.
Bottom-line, I agree that Odin is kind of a dick. I wonder whether, despite being charming, personable, and the protagonist, he's really the villain of the story.