That's exactly what he's afraid of; he's the one that took Charles to that slab, laid him out for Apocalypse to drain him of his powers. Warren's part of the reason why Charles almost died. Erik mentioning that most of the other mutants are sleeping does make him relax his shoulders, at least.

"Yeah, all right." He motions with his hand and folds his wings against his back, inhaling the crisp night air and sighing as they start to head for the entrance.