She was breaking. She had told him that she had stress induced asthma. He could already see and hear the signs. The Doctor was not about to let her slip down that slope.
"Look, right here," he said, forcing her eyes right on his. "Alright, now I want you to listen. You say there's a smoke monster out there, yes? Something fearsome and nasty, yes?" He took a breath, he was fairly certain she would be nodding and weezing any time now.
"Now, listen to me. I've dealt with worse then smoke monsters. How much worse? Flesh eating creatures worse. They took one look at me, heard my name, and they ran, Shannon. Now, listen to me, we're going to go in there where it's warmer and a bit more quiet. We're going to close the door, and if something is unfortunate enough to come through it, I promise you that it will regret it."
There was no movement by the Doctor to look over his shoulder again. As far as he was concerned there was no noise, no whipping of the trees and no talk of smoke monsters. He had a girl who was going to wind herself up into not being able to breathe if she wasn't careful. He needed her to trust him - if he picked her up and carried her inside she never would; so, the Doctor held his ground - that space between she and the howling.