It wasn't that Lane was hurt or anything. He had known this day had to come eventually, especially now that Lane was no longer living in hiding, but working as the Association's Field Agent under Damien Lennox instead. He was a liability, and liabilities had to be eliminated. To ensure that they wouldn't damage the Allens' reputation, jeopardize their status or business, or whatever.
There was no reason for him to be scared either. The Allens would most likely stage an accident, just like Lane had attempted to do with Ethan. Such an option was easier to cover up, and it was in line with Miles and Catherine's behavior a moment ago - they were pretending to be caring parents in public, so that their 'grief' after Lane's death would be believable. It was surely going to be a well-planned incident, designed carefully so that Lane wouldn't be able to get away…
