"I'm fine right now... Well, okay, not fine; but alive. But that abnormal got away. What if someone else dies?!" They were both fine, but someone else wasn't. At least, they were as fine as they would get in this world without being citizens of the inner walls. As fine as a member of the Survey Corps would be. A few injuries weren't much compared to what they'd seen already in both their lives. At the least, his hands were fine, so there wouldn't be an accidental transformation.
Despite being "fine", his energy wasn't very fitting for their dilemma. There would be no chase involving Eren, at least. "I'm worn out though. The rest of the squads... How are they?"