He was a little concerned over the fact that his brother believed the creatures to be playing with him. Maybe they were, but the way he phrased it seemed to be more psychotic, as if he were a little detached from reality. Even if they got injured, Cas would be able to heal them, but Dean was hoping it wouldn't come to that. He crouched down next to his brother and kept an eye on what was happening. They could easily run and dodge the fire or whatever they were shooting, but he didn't know if Sam had the coordination necessary given his lack of sleep.
"Okay, Sammy, we're fine, we'll be fine, I promise." He reached out to place a hand on his brother's shoulder and gave it a gentle squeeze. "We just have to run, alright? You stay here, I'll run back inside and get some kind of a shield for us. Alright, is that okay?" He wasn't about to run back and leave his brother in a panic, he wanted to make sure he would be okay.