There's a cold feeling in Castiel's chest at those words and he's suddenly afraid she's not here at all; or, worse, she's here and somewhere horrible. But Sam's next comment is more calming, because yes. Daphne would seek out their friends as well, and if she hadn't found him at their apartment she would've gone to look for Jo, right?

"Alright." He agrees, after a moment, giving a small nod. It makes the most sense, and he'll even allow fussing over his injuries a bit if it means he's in better shape to look for Daphne if she's not with Jo as they expect. "We should... We should go to the Roadhouse, then."