If your reaction creates annoyance, than you're not in a position to validate his feelings. I don't think you can be annoyed and validating at the same time.
With all due respect, CL, I have to disagree. If you are using the DB principles in concert, then you apply "acting as if" when your feelings are running contrary to validating. Additionally, analyzing why we react/do what we do is not always very beneficial (watch some of Michele's video clips). I would suggest figuring out and doing a 180 the next time this comes up. Figure out what would be the complete opposite of the way you've responded in the past. Detach from the idea of running away, and try to think of him as a friend. How would you respond if a friend were telling you about feeling like running away?