Ren nearly disregards her protest entirely. He didn't expect her to float away, but he did intend to try and get her to the same destination. Though with the direction and force of the wind it seems their options were limited to the building at their front.

He lets go of her shortly after her protest just to have his hands free. Getting a door open against the winds at their back was either going to take a fair amount of strength or end in doors broken inward. The ones on the building don't look the type to slide to the sides or up.

Instead of focusing on pulling her, he tries to focus on what little force has been left to him and tugs at the doors before they even reach them, causing them to rattle and shake outward instead of inward as the wind should move them.

"Good. I need more than a ragdoll if we intend to get into the building." The smarter solution would be to go around the back and try for another door or take shelter on the lee side, but it's too hard to predict whether the wind will remain consistent. It could grow stronger or change direction and then they would be deeper into the trouble of it.