Hearing the sound of Yuffie's voice, Angeal turned to look at the ninja after making enough noise as to not startle her. "I haven't seen him here. But you might want to look out, things seem to be only getting worse."

Yes he knows she can handle some things, but the First Class didn't feel right about leaving her by herself now that he knew that she was here. Strange things were happening and though Angeal lacked his enhanced senses, he'd been in enough mortal danger to know that things were going to get rough from here on out.