He doesn't turn his head.

"The reason Harry didn't come tonight," Cooper says, never taking his eyes from the road, "is because he's with Josie."

"One of the descriptions of the Black Lodge details the dead rising from their graves at the behest of the dugpas -- extremely powerful necromancers. I don't know your opinion of necromancy, but I think there's very probably a reason that in the mythology underlying most cultures, necromancy leads to divine punishment of some kind."