John Proctor is naturally suspicious of the rumors of witchcraft going on in Salem and wants to shieldhis family--Mary Warren included--from the repercussions he assumes will follow. Proctor also knows that the children, many of whom are close friends of Mary Warren, are at the center of the accusations and led by Abigail. Proctor fears what sending Mary Warren into town might do and he is fearful of her being sucked into the swarming hysteria that Abigail has fueled around her.
John Proctor initially sees the trials as nonsense and wants nothing to do with the trial. Additionally, he doesn’t want his family to have anything to do with the trials and Mary Warren, being his house servant, is included as part of his household. When Proctor finds out she has gone he is furious at her for disobeying his wishes.
Proctor may be opposed of his household getting involved with the trial because he doesn’t want his adulterous past to be revisited. Abigail is at the heart of the trial, and he believes her intentions are bad.