It was all too much.
Every night since he'd got back, Donnie had woken up in the middle of the night from the same nightmare. Once he was awake he couldn't get back to sleep till he'd checked on his brothers; needing to assure himself it was only a dream.
But Donnie knew it wasn't just a dream; he'd actually been there, and relived it every night.
Donnie never told his brothers what happened in that other world. It was too much to admit that he'd lead them to their death, and watched them get killed off one by one.