While Peridot looks ticked off, Strange looks a bit pleading, like he wants to try and convince her of something but doesn't know how.

"Yes they're in danger, but you said it yourself: they're in danger with you. Do you know how many times I've been trapped somewhere by myself? At least when you're trapped with someone else you've got someone with you who knows what you're going through!"

Of course, then we get the 'you're technically not alone, you've got the whole carnival here' but that's a whole different cocktail of issues that Strange doesn't know if he and Peridot want to work through right now.