It's a good thing that commands like that often make Inigo do things before he thinks, because if he would have taken a moment to consider Roland's words, the other would most likely already have started to drag him along faster before he would have been able to latch onto Tidus.

But instead Inigo reaches out to hold Tidus's hand the moment Roland pipes up about it. (Especially since it's not like Inigo of all people is going to complain about holding hands. Ever.) And so when he does suddenly start being dragged along more quickly, Inigo is sure to tightly hold onto Tidus's hand, making sure none of them get left behind.

At least it gives him something to focus on, rather than their surroundings.

.. or what Tidus says-- wait, what?

"WHAT? YOU GOT A BLISTER?"

Look, the music and the rush isn't exactly helpful towards hearing what exactly Tidus is shouting over there, especially since Inigo lacks context.