It's clear enough to him that he's being interrogated, though to what end he can only hazard a guess. Maybe it's a good guess--maybe it isn't.

He steps away from the doorframe and paces back towards the desk with his maps littered across it and, after taking one last sip from it, sets the mug down there. He clears his throat. "I imagine you're concerned about my allegiances," he replies to her. He considers his words. "I spent time in Montsimmard, after the Blight; I went where the First Warden directed me." He names a few places; nowhere entirely consequential. "For whatever reason, few Wardens would travel with me." Judging by the look on his face, the reason isn't actually a mystery to him.