"You have never been so boring as to die so quickly." It's a compliment, really. A longer explanation will be attempted, later; bits on the nature of the world, at least, can be offered. What even the Outsider cannot offer is what happened to bring them there, or how to get back.

Still, he has seen Corvo fight enough to be able to anticipate what he'll do. He vanishes as well, into the thick of several demons, and then blasts them away with wind. One is slammed into a rock and crumbles into ash right then and there; the others, the closest ones, are swung at with his sword. Where he may be different in this world, he's still, at least, inhumanly strong.