Why any of them thought that the trials were worth investigating is beyond him, but he's not surprised that the cult would come up with that kind of activity. For some reason it interested Karsa enough to visit. That's all the information he thinks he's going to be able to gather from her on the subject, so he doesn't ask any follow up to it.

As far as her own questions, he could probably make a reasonable guess. One she could have figured out on her own after seeing how excitable Anurr's people are.

"You think you were just some random person at a train station?" She really seems to be trying to sell that. Before hearing her answer, he asks for the sake of the timeline. Old habits. "What was the date when you left? Where was the station?"