Anxiety was understandable, in a situation like this. Celestia would've been more concerned if he hadn't been showing any signs of being affected by the... somewhat unique nature of this.
"Whatever these things are, I'm sure we'll find a way to work through them." She'd not met a thing she couldn't before. In a way, her dreams were starting to help make that all easier. "Or would you rather we focus on controlling your anger first and foremost?"