"Given the tone in which you said that, I'm guessing the answer isn't 'click your heels together and say there's no place like home.'" Cosima is frustrated, but she's also still concentrating on not dying for now. (And running isn't as easy as she'd like it to be, though she's trying not to let that show as it catches up to her.)

"Yeah, I want to get home, but I want to survive the next hour too, you know?"

She tries not to snap at the person who is keeping the demons from killing her. Both of them, presumably, but the point stands.