Locke most assuredly did not share Jean's seeming indifference toward the misshapen creatures currently chasing them. As a matter of fact, he found himself rather creeped out in a rather unpleasant sort of way - but that mostly had to do with his assumption that any one of beasts could quite easily have him for a light lunch. Or maybe even an afternoon snack.
Finding that his greatest desire was for this not to happen, Locke pushed himself to run as quickly as he could through deep snow which seemed to have been put there just to impede his progress. Still, he did eventually manage to come to the tree which Jean had indicated as looking fair enough for their safety and he immediately moved to scramble up - trying to ignore the thought that they didn't know if these creatures were capable of climbing or even just cutting the tree out from under them.
Once he was a few branches up, Locke peered down to see how Jean was faring. "Let's see how much a bird you really are, then. Or perhaps some small scurrying creature would be better? Which of those are particularly talented in climbing?"