Weird, for me he said it then walked in all calmly until they attacked first. Maby your Hadvar is kinda the mean version 0.o
It's probably a scripting bug or something. I don't get the major ones like crashing, lock ups or slowdowns; I just get all the bugs that mess with scripted events and quests. :/ He DID start bugging out while I was trying to talk to him as he pulled the chain to open the door. As he's pulling it, I kept tapping A on him (I use a gamepad) and when he regained his movement, even though I stopped pressing A, he kinda spazzes out a bunch of half-spoken lines in rapid succession.
Not quite done processing (take forever, why don't you) but here's the link: http://www.youtube.com/watch?v=K_POAfM7-Wo&feature=youtube_gdata
It was funny doing the video though and I should have started it from the beginning of the scene; because I have Killable Kids installed, when I ran up to the part where the guy calls the kid to cover, Alduin hit me, and the kid, with his fire breath and totally killed the kid XD