Gonna put my two-cents in on this too. I thought at first when Bob went outside to have a good cry that he had been bitten too. But it makes more sense to me that he was part of the cannibal group before he joined Rick's group. He was always very vague about where he came from, other than to say he was with a group that sort of went to hell. Also, last season, Bob was reluctant to go to Terminus and, in fact, ran off at one point by himself before he was finally convinced to go and I think he agreed to go to protect the sister (or he was forming an attachment to her) more than anything.
In my opinion, he didn't say "no there are cannibals there," because then he would have had to explain how he knew that and that he too had been a cannibal with them.
What convinced me that this is the right scenario was the end of the show when Bob regains consciousness and the cannibals are calling him Bob. How did they know his name? They wouldn't care what his name was when they captured him at Terminus. Would you want to know the name of your food? Would you take the time to get to know the names of all the people you had just captured if you knew you were just going to kill them soon? I don't think they knew the names of any of Rick's group, but they knew Bob's name.
Also, the head cannibal said something very strange to Bob. When he was explaining (yet again) why they do what they do and then said something like (paraphrasing from a bad memory), it's just ironic and some sort of poetic justice that it's YOU who is in this situation right now.
A cannibal being eaten by cannibals? That's what I took from that statement. And the crying earlier? He was feeling guilty that he didn't say something sooner and warn the group to avoid Terminus in the first place.
And why walk into Terminus when you know that's what they do? Because he knew them and thought he could talk his way out of seeing him and his group wind up on the dinner table. And maybe he thought that when the group saw what kind of place it was, they would just be able to walk away.