The audience has good reason to be concerned. They know what the truth is, as they have witnessed the plotting beforehand.
The previous night, the augurers (Roman officials whose job it is to interpret signs and omens) have returned with bad reports to Caesar's request for a prophecy. Caesar's wife, Calpurnia, has also had a bad dream in which she sees her husband's statue running with blood and being bathed in by the Romans.
Caesar does not heed his wife's warnings. She begs him, "Alas, my lord./Your wisdom is consumed in confidence. Do not go forth today." She even offers to put the blame on herself, saying, "Call it my fear/That keeps you in the house and not your own." (2.2.49-52)
Decius, however, convinces Caesar that her dream has been misinterpreted and tries to explain his fears away. (2.2.85-104). Caesar believes him: "How foolish do your fears seem now, Calpurnia!/I am ashamed I did yield to them./Give me my robe, for I will go" (2.2.105-107).
Caesar dons his robes, signaling the end of the conversation, as far as he's concerned. Caesar ignores the augurers and his wife at his own peril, leading to one of the most famous deaths and betrayals in all of Western literature.