Completely ignoring everything else I should probably respond to ... (but this is more interesting!)
It wasn't so much that the player couldn't explore, it was more that they were trained by the games they had played previously to behave in ways that didn't work for this level (and probably for the game in general: this guy also had worse problems with DX, which was understandable if you were there).
One big issue was confidence: with guys dying in front of them, and people telling them to hurry, and not having any weapons, the first thought was to panic a bit and rush quickly to where the game was telling him to go. This meant the player was not taking his time and looking around properly. The game didn't do a good job of explaining what the "rules" were (more on this later), and it made the player very uncertain.
Another big issue was lack of experience with the "rules" that go into these games. We play these games unconsciously knowing that the designers should obey a number of "rules" when designing levels. Rules such as: "exploration will have a net benefit on my resources", "I will be able to take my time, no matter what the game fiction may tell me", etc ... If designers break these rules we get angry and say the game is poorly designed. It is a confidence in these rules that enable us to take out time and explore when NPC's are dying around us and characters are telling us to "get to the deck quickly!". But if the player does not have previous experience with similar games, and therefore doesn't know these rules, they can get confused.
Another issue was not spending the time to listen properly to the in-game directions at the start of the game. I think this is a trained reaction after spending a lot of time playing games which obey one design pattern that games like DX don't: the appropriate action at any one time is made "obvious" at that time. Therefore instructions which are not directly applicable can be ignored. In DX games, on the other hand, it is common for the appropriate action at one point to be signalled to the player in a completely different part of the level.
None of this makes games like DX too fundamentally difficult. I actually think most people are willing enough to play intelligent games like DX (in fact, this guy's favorite game on my computer is Rome: Total War - which is not super intelligent, but it's a lot better then other options such as Need for Speed or Painkiller). But there is a lot of psychology issues and assumptions about the way games are played which need to be addressed first.