He's opening the door to the hall when JARVIS says, "Captain Rogers, Agent Coulson requested I inform you he is on his way. He would like a full debriefing upon arrival."

Steve grimaces. "Thank you, JARVIS."

The captain stands holding the door and doing his best to look reassuring. "Agent Coulson is a good man. He'll probably take a little convincing, but I'll stay with you." There's an implied I won't let him do anything that Steve doesn't feel is strictly necessary, but he knows what shell-shock looks like, and Agent Dunham seems to be functioning on strength of will alone at this point. She doesn't need extra reasons to be twitchy.