There's not enough context here to say the full meaning, but in English there's a saying, "Don't shut the barn door after the horse is gone.," which refers to acting too late or pointlessly trying to to prevent something that has already happened. In this dialogue, it sounds as if Al is the person who was too slow to act. "I don't follow," means "I don't understand your reasoning, I don't understand the conclusion you have made." I would need to know more of the story to understand the last sentence.