Hmm... Honestly, I think the only person that was visibly upset about Lancer about to get all stabby was Fiore. Rin was more exasperated than anything, and I don't know if Amy really reacted. More of the panic was towards Neo stabbing himself, and even then, it was more because Fiore was really upset by it than anything that the others reacted like they did.
...Also, Neo's going to regret the whole withstanding damage thing. Because Mille's pretty much going to accept his little challenge. :V Since she's going full on reinforcement, I expect his equipment to not be working for a good few months.