Link hums in acknowledgement, but not really affirmation. Zelda can take care of herself; Link will still worry for her regardless. And it won't change the fact that he misses her.

But Shu is right - it could be worse. At least he'd gotta Zelda back, before ending up here. If she was still the Light dragon, still wasn't her...he's not sure how he would have coped with being away from home.

So while Shu gets changed, and Link has some more tea...he thinks of Zelda.