The goosebumps came from the weirdness of Mike finally saying something for the first time and doing it in such an authoritative voice. As in the man who seldom spoke, it got my full, adrenaline attention and that's what had me out in the dark, armed to the teeth and in full defense mode.
I found nothing but was convinced it was an alien who beamed up as soon as it was detected. There's no point in letting a decent warning bark go to waste!