Bracken did his best to hold Ted back, getting more and more nervous as they approached the building. In the very end he let go, terrified of having that donkey popping out at him again, and hid outside by the door. He just knew it was going to lunge out and get Ted, but he couldn't do anything about it. He should have found some way to explain better!

He didn't fully run away though, cowering by the door outside and waiting to hear that shriek a second time.