Oh, they were guard, and Link had every intention of letting them all know they worked for him in precisely that position now. Seldon already knew, chances were good that the others would before Link and Zelda left the tech lab.
Link did notice it, though he thought he might've imagined it, constantly on red alert for signs of that cannon pointing his direction before he could get his head screwed on straight enough to handle it like a mature adult and not however such a snarled plate of spaghetti like what was in his head would have him do without meaning to or even realizing it.
In the name of keeping that cannon pointing elsewhere- they had a few days off after tomorrow, he could take that time to sit back and let her socialize with her ladies, needing only minimal vigilance from him for her safety while he let his brain untangle that spaghetti plate -he chose not to comment on it.
(He may or may not also be throwing a minor snitfit on the other side of the fourth wall that he wouldn't know the 'buckle your seatbelt, it's going to be a bumpy night' joke, because it's entirely appropriate.)
So he selected a safe reply of heaving a dramatic sigh and looking skyward. "Goddess give me patience, I'm having to keep up with a seventeen-year-old queen with grand ambitions."
Then he gave her a sidelong look that had a barely repressed smartass grin accompanying it.