If he's looking for an actual knight, Lightning's definitely not it, because she scoffs softly at his question. She's a soldier, even if she's spent most of her recent time in this armor as the protector of a goddess, and being honorable is something she left behind in training.

"This is a city, not a prison." She's of the opinion that 'prison' is far too off the mark. Prisons are noisier. "If this was a prison, they'd have taken our weapons and armor by now."

She doesn't know what in the world an Altea is, but she guesses it's where he's from. "We're far away from our respective homes-- think about that for a bit."