“Yes, And” doesn’t mean you agree to do things, it means you agree with the narrative as presented so far AND are moving forward with it in this way. It’s about not negating the story people have already told.
A character can totally encounter something that results in them beating feet or whatever to get out of the scene. Scene exits are fine in improv (which is where “Yes, And” was originally given an identity as a concept), and they can be in RP. The RP can indicate that the PCs are going to the stable to defend the horses from the giant mutant wolf, and a player can “Yes, And” by totally posing, “Ser Gobles suddenly gasps at the mention of giant mutant wolves, his armor chattering in fear, ‘I… I am not yet ready to face the menace of the mutant wolves, I must away. You have my support in this task, but I cannot face them myself.’ He quickly runs away, not wanting to be confronted by the source of his phobia.” In that case, you’re not denying anything that’s already happened, you’re just exiting the narrative without derailing it.