"Between worlds...." His ears droop at the thought; so he's gone from an abyss between worlds to a strange platform between worlds. Just great.

The girl doesn't sound like she'd be the one in charge though, so aside from looking disappointed he doesn't show any particularly strong reaction. "I suppose this thing here is the train? If you cannot tell me how to leave, you must at least know where we are headed." Not that he actually necessarily expects an answer to that either, but! Being a negative person doesn't mean he can't ask hopeful questions anyway.