How do the pilgrims react when they hear what Marlow calls a cry "of infinite desolation"?

The Pilgrims, like Marlow, are terrified:

The sheer unexpectedness of it made my hair stir under my cap. I don't know how it struck the others: to me it seemed as though the mist itself had screamed, so suddenly, and apparently from all sides at once, did this tumultuous and mournful uproar arise. It culminated in a hurried outbreak of almost intolerably excessive shrieking,