"The hot springs," he repeats, "there was one at the inn Anduin and I met in. It equally boasted of healing properties."

Which was why Anduin was there, to heal, although that isn't Wrathion's tale to tell.

Still:

"I am in the water," he confirms, and he is. Wrathion is roughly waist deep in it, studying her curiously even as he tries to avert her eyes. "Does my company trouble you?"

He sounds curious, not at all troubled himself.