To be fair to D.W., if he'd never run dirt in his career (I don't know if he did or not), it's quite likely that it would be unsettling, since what's "normal" in dirt Late Models is already "beyond the point of no return" on asphalt, just like winged sprint drivers have to get used to the car rolling more toward the outside of the curve when they take off the wing.
Toward the end, he does ask "how do you catch it like that?" which I think was probably the most serious part of the whole thing. I think he's really interested in how the dirt guys know how far they can hang the rear end out without going around, since it's a totally different feel, and a different set of instincts from what one uses on a paved track.
That said, it sounded like the audio feed might have been piped through the PA as it was happening, in which case, it's at least possible that D.W. was playing it up well beyond whatever unease he was really feeling, though I don't doubt that he was feeling a bit scared.
The last thing is that it's also a control thing. Drivers are used to having their fate in their own hands, and being the one who can make the steering correction, or get out of the throttle, or whatever. In my view, it takes a whole lot more nerve to ride along, and put your entire trust in somebody else's skill, no matter how good that other person might be. Your brain says "He knows what he's doing, but your self-preservation instinct says "Get me outa here!" On a roller coaster, you know that everything has been calculated and there are all manner of safety features. In the passenger seat of a dirt car, that expert driver might still slip up at high speed and the passenger is the one closer to the wall. Come to think of it, that probably also makes it look scarier, if you're used to judging what "close" looks like only from the driver's seat.
Q: How is Central PA different from the Old West?
A: In Central PA, the Outlaws try to catch The Posse!