Sam wasn't a fan of fire, only because he had suffered the heat of Lucifer's flames in hell. As long as he distanced himself from those memories, her display wouldn't upset him. He knew she was an elf, capable of magic and what not. But more than that, she was his friend. Perhaps his only friend, since Cas and Dean were gone.
Sam averted his gaze from the mesmerising flicker of the flame. "I'm not, I don't want to go out." He didn't feel up to facing people, and there would be people. Possibly other versions of himself or Dean. Seemed like most all versions of Cas were gone, along with Sam's own version of him.
"I'll get the water." He stood and went to the sink. He stood for a moment, uncertain, before remembering he needed to get something to put the water in.