It's the wave of protection that he senses. That's what knocks him out of the memory, it's what gets him to blink and actually look at Pinkman. C'mon.

For a second, he stays where he is, looks back and forth between the angry drunken man and his partner - and then sucks in a sharp breath and stands. Out. He gets out, he runs out of the room, and the man vanishes, the memory fades. Finch jolts out of the haze and stares at Pinkman, both in the memories and out, gradually takes back control of his own head.

It's something he needs. He needs that control. "I - okay," Finch says, shakily, but he's there, he's present, and the sounds of shattered glass and the fright he'd felt gets buried, pushed back. "F-fuck, fuck, I'm - okay. M'here." The blue swirls around them, but it's getting easier, he's finding it easier to navigate.