In a moment of vigilance, Link is observant enough to have picked up on the Inej's furtive movements, and the darting of her eyes towards any promising pockets of conversation. Perhaps she wasn't addressing him in her search for information, but he'll answer.

It would be unlike Link to ignore a calling from the Gods.

"Thorne is the ruling kingdom of this world, and the Free Cities stand in opposition of them. But they're the same. Mortal people who think they can control a power that is not theirs."