If it indeed looked EXACTLY like a cellphone, I probably would be fooled as well. (If I, for any sad reason should have to use a strangers "cellphone", that is.)
And then I would have to kill Wally - if he, insanely enough, would mention that it was his device.
Wally seems to have immense faith in his boss's stupidity. I wouldn't do it with my boss, who is not quite as stupid, and might learn to use the tazer on others.