Shima is perfectly happy to get out of dodge and appreciates that Peridot takes the initiative after the possibility of getting wounded becomes much more present. It takes him a second to figure where even to hang on to--probably he just ends up bumping across her shoulders as she takes flight, clinging to her mane and trying to figure out where to put his feet.

He'll take a last glance as they hit the roofs to make sure the others aren't wasting their time by getting killed before he fumbles for his radio to see if he can get in contact with any of the other Egg-bearers.