You're sure it was a cell phone? Most attendant-operated pumps require the attendant to swipe an operator's card, which is small and white, but doesn't have keys. Just asking because I used to work for a NJ gas chain where we had these cards. They prevent a customer from pumping their own gas. (NJ is a full serve-only state.)
If it was a cell phone, I'm sure you'd hate to be a tattletale, but the station manager needs to address the attendant's behavior. First, the attendant shouldn't be using a cell phone while working near gas pumps. Second, he should be more careful with your credit card. Cell phones can damage the magnetic strip on the card. Finally, he's putting himself in danger by walking around using his phone in traffic.
He could be skimming the credit card but even if he's not, he's arousing suspicion and demonstrating a lack of caring. Definitely keep an eye on that account's charges. If he's an amateur thief, you'll see an unauthorized charge in a few days. The pros hold onto the information longer before using it, just to throw you off-guard.
I would contact the station and ask to speak with the manager. Tell him what you've told us. For your own peace of mind, contact American Express and explain that you think your card has been compromised. They either put a watch on the account or cancel the card and issue a new one. (Most likely the latter.) It's inconvenient to be without the card for a few days, but cancel/reissue is the the most assuring step.
Good luck.