Dean could only watch as she came over to him and spoke. He wasn't really listening. He could only see the body of Mrs. Finnigan there in the alley. He tried. He tried to protect her and failed. He glared at the witch who'd killed her, the only thing he could do as she gave him an idea what was in store for him.
She disapparated them and left him alone in a room in the dark, presumably to think and worry on the upcoming torture. But all Dean could think about was how Seamus's mum was gone and there was no way to let him know where he himself was.
Dean was just going to have to get through this somehow. He just didn't know how.