Prompto didn't have the worst time in the illusion, just possibly the most embarrassing time, but the thing was he wasn't going to remain captured. It wasn't an option. Both he and Noctis had things to do.

He felt the same thing about the train but it was one thing at a time.

These are attacks, this was no longer just speaking and so his gun was summoned to his hand so he could begin firing rounds from his handgun.

Don't make him pull out the big firepower.