"Oh, thank god," he exclaimed, once he actually realized why the heck two of the undead just exploded right in front of him, and at that point he was happy to take orders from anyone who looked like they knew what they were doing and weren't rotting from the inside. This woman definitely fit both those criteria. With one more crack of his bat to the back of a monster's head he was racing up the stairs, two at a time, more thankful than he could imagine both at the woman's timely appearance and for the stair master he'd had put into his gym.
He pounded up to the second floor landing and turned to wait for the woman. "We taking them out?" he asked, "Or running?" Together, with some on the spot strategy, they could probably take care of these Walkers. On the other hand, if she knew a way out, it was probably a better use of their time and energy.