Anduin is maybe a little bit sorry for having embarrassed her, but also. Well, he is the one who is naked here, so maybe he's a tiny bit amused here as well. Sorry, Hermione, he is only human.

As for the rest of it... His expression sharpens, somewhat.

"As I understand it, she had been, at one point." He turns to glance aside at Hermione, wondering how much he should say. How much she really cares to know. "Her name is Sylvanas Windrunner, and she is the leader of the Forsaken. The undead. Years ago, when I was only a boy, there was... A terrible evil that befell the land, at the direction of one of the Alliance's leaders. He unleashed a plague, a scourge upon us. Many died. Many were raised again, to do his bidding. Some, like Sylvanas, and her people, were able to retain a fraction of themselves after the fact."