Kobato just left Zelda to do what she wanted to do as she went to stand by the window, looking out.

"We... want to help someone and we know you can help, but you have to tell us something." She glanced over with a genuine look of concern. She wanted to help and this was a step towards what was needed to be done, but right now she still wasn't sure what the guy wasn't going to do, but so far it looked like he still wouldn't talk.