As Sam watched her the realisation dawned that this was much more than Dean not being around. He recognised this, he'd lived it. This was a wall starting to crack, or maybe it had already been happening for a while judging by how panicked she was. He felt terrible. There was no way his presence here could possibly be helping but it was too late to take it back now.
He shook his head. "You're not going crazy." He said softly, trying to sound reassuring. Though honestly he wasn't sure whether he could talk her out of this if it had already started to crumble. Part of him wanted to tell her he had been there and that she could get through it but he still felt it was a bad idea to tell her too much. "It's this place. It's messing with your head, that's all." He opted for the Winchester approach. When in doubt, lie.