His grip is a little tighter than would be strictly comfortable, yes, but honestly, Nepeta is so used to Equius (who is alway so, so careful but doesn't always get it quite right) that it being a little tight doesn't actually bother her. On the contrary, it's something to focus on between the pain and the fact that she knows that he's dying too.

It's not necessarily the most coordinated of things, once they start walking, but she's holding his hand as if it along can save her from the pain and the inevitability of all that will be. The farther away they can get from the crowd, the better it will be. No one needs to be a witness to this spectacle.