He honestly doesn't know what to do with it. Especially since he's been trying so hard to protect them from all the bad in his head. Now here's something presenting them with all the bad in it despite his every effort and it both breaks his heart that they're seeing it and they're willing to stomp right through those nightmares anyway.

What if they were to see his owners? His parents?

"How about if we see somethin' else I recognize we go another way."

Which sounds cowardly, but he doesn't want to see this girl have to deal with his demons even if she's putting herself out there. Or deal with him dealing with his demons. It's all he can do as it is to not turn around. But if there's anyone that can prove that they're as hard as they are soft, it would be Madoka's determination right now.