I think the game actually forces you in this scenario. You don't haveIn order to find theout Dijkstra's treasure location. You just you have to hand over the keykeep questioning Menge and act all indifferent to Triss's torture. Even though he knows you found and ask for your rewardTriss are more than friends you have to say that this is payback and keep questioning Menge.
Don'tNevertheless, don't worry, Dijkstra will only act pissed off in the moment but it won't break off your relationship with him... he will still help you and ask for a even a bigger favour later. Nothing changes!