Lambert's mostly just relieved they apparently don't have to go too far, so he's actually fine with this. The less time the spend away from the rest of the group, the better.

He tries to give them both a reassuring smile (it doesn't really work on Lambert's face, it's downright terrifying on Childermass's) as he steps over to the door, sword still in the non-Mark-emblazoned hand. He'll get it open and take a wary peek inside.