Rouge was left to make a traumatizing decision after realizing that Lucifer might be in a bad mood for him to emit such a terrifying aura.
Of course, it was really hard for him to decide, but he still needed to decide on a course of action.
And his decision was to continue their journey towards their destination, which is beyond the door.
Although it seems really brave of Rouge to decide on continuing this journey despite knowing that Lucifer is the cause of the aura, Rouge...was actually really scared right now.
He was so scared that it wouldn't be weird if he shit his pants right here, right now as he continued to walk.
Incidentally, they have opened the door and were now inside the room beyond the door.