It's probably just kind of eating at him that he wasn't there first. You have to admit, Altair is a lot of things and self-lambasting is one of them. He's getting better at it, but his ability to blame himself is legendary. And really, it just goes to show that both Altairs went to save you.

[She hadn't needed the help, luckily, since her otherself had been so chill, even if he did put her on a shelf at one point to keep her out of the way.]

As for the other thing... I don't know what to say about claustrophobia, but I'll look harder for you next time.