She continues laughing because Felicia knows she's busted now. It's just a feeling she has, like something is surrounding her and it doesn't want her here. No matter how hard she tries to "leave", she can't. It dawns on her than it's his dream, not hers and she can't leave just willingly like she could if she entered it on purpose. He has to wake up so they can go back to their respective subconsciousness and she can pretend none of this ever happened.

Sliding her hands down into her lap, Felicia finally stops laughing and puts on a neutral expression on her face, head cocked to the side. If there's any time to see if she could tinker with somebody's dream, it's not. "You should wake up now."