Dalinar isn't just receiving a vision, he's playing a part in it.
Dalinar's visions have a limited interaction built into them. He's not fighting because that's what the person in the vision scenario did, he's fighting because he's Dalinar and reacting as Dalinar would in that situation - namely, trying to kick ass first and ask the questions later.
Dalinar is also pretty well connected to the Thrill, and the Thrill affects - at the time of the vision - a pretty wide swath of Alethkar and points east. Dalinar's location doesn't change for these visions; he's still in the Shattered Plains, whoever is by him during these visions notes that he's having them (or that he's bonkers and speaking in tongues) so the Thrill can still affect him. Obviously there's some Connection (capital C) to the being that built or sent the visions, allowing him to understand and speak the language in them while they occur, but that doesn't eliminate or prevent his connection to the Thrill.