I don't think him "sinking into your arms" is necessarily a big deal, in that it could have partly been relief to see you and know that he could stop being stoic and collapse. Similarly, children who have been fine in class all day, can burst into tears when seeing their mums, about a fall-out they had at morning play.
Once I've had a class for a while, it's much easier to know the ones who, if they say they're ill, you phone immediately. Others are like creaking gates and always have one minor ailment or another. But three weeks into a new year, it's not the same. Children can sit alone on a bench at lunch time for all sorts of reasons. Doesn't mean they're cooking up a fever. Might have just fallen out with someone.
Also, he might have mentioned to the teacher that he didn't feel too good, and she said to see how it goes. Often children don't then come back to you and, in the hurly-burly of classroom life, it can be let go.
And it might be different in Reception, but we don't have any TAs in KS2 classes in the afternoons to make a phone call anyway. It would be a right production to get the office to call (when you can't leave the room yourself to ask them). Possible, I guess, in an emergency, but this doesn't sound like one.
Point is, I think, not to go in all guns blazing. Jus tmention he was really feeling rough by the time he got out of school and can they let you know another time as you're more than happy to collect him early.