Her embrace brings Benjen back to reality in a heartbeat.

It brings him out of his dark thoughts and the murderous rage that boils his blood but it also spares him for the fear that crept into his heart. Ned is the patriarch of their family now, the one who carried on their father's legacy. For Ned to be killed by one of the other noble houses not only dishonors him but their family name. Such a injustice can only be repaid in blood and Benjen is more than willing to have that debt paid for the sake of his brother. That much is certain given the murderous look that lingers in Benjen's dark gaze. He doesn't dare voice such a morbid thought especially since he knows, without asking, that Lyanna feels the same.

Benjen isn't a petty man but hearing of Ned's death makes him wish he could be one. That alone scares him a little.

He holds onto his sister like his very sanity depends upon her. It isn't until Lyanna proclaims that their brother is safe that he finally speaks. "...Good." Benjen replies in a harsh whisper.

"If I had known sooner---" Benjen would've gone home.