That was it. It was plain to Dream. Everything had a price, especially if you were in a situation like they were.
"To us. As the captives."
He laced the last word with disdain when he said it. And in truth, there was a fair amount of time where Dream was ready to just start yelling at the air because he knew They could hear him. If you put a God in a cage, it would backfire. Given time.