Theseus tightens his hold as he feels Newt lean more of his weight against him, not wanting to let go-- he can't let go. The fact that Newt isn't reacting much to the injury is worrying in itself. Has the infection already taken place? He wants to chastise himself for even letting this happen in the first place-- for letting Newt get injured.

But standing around and being mad at himself isn't going to help Newt. It's that thought that drives Theseus to actually move.

"Hold on, I'm getting you help. Just stay with me. You're gonna be okay..." He has to say that, if only to convince himself.