"I didn't actually see most of that. And if you were going to make a mess to protect yourself, you would have earlier," the Soldier answers, following the only logic he really can in this situation. He frankly doesn't know what Gold did in there to leave all those agents dead.

It does occur to him that it was nothing more than a test of his own skills, but the other logic still stands. For whatever reason, Gold didn't want to do whatever he did in the base, in his shop. Which means making sure he's unharmed is important.