They're paying attention, though they're not indicating much. In truth, they were expecting Lemm to jump onto asking them for more information, not give them his own. They determine this is another indicator of...trust. Friendship. Something along that track.

The Knight half-shrugs with one arm. Dense, yes. Enough to put them off, no. It takes a lot to do such. Especially in this circumstance--listening to a friend share something. Read me all the fancy words you wish.
I wonder if they were fearing the Mosscreeps.