He shakes his head to say that he doesn't need to pick the path, only that he wants to make sure whatever path they go down isn't going to be one that leads to them being injured or even worse. Going it alone is the kind of thing that gets you in trouble and Cougar ought to know, given his history.

He just waits, patiently, for whatever road they're going to take. He's already trying to think of weapons he can find, but for now, hand to hand will have to do in a bad situation. Gesturing forward, he waits for her to take the lead.