There was a question as to what "it" was but Damian didn't voice it. For one thing, he didn't want to upset Loki further and, furthermore, he doubted the magpie would be of any assistance. It would probably give him the dictionary definition. Instead, he kept a steady demeanor (not terribly hard to do) and continuing leading Loki towards the kitchen. He was thinking more analytically now.
Loki thought he was merely a figment of his imagination. He could use that. It wouldn't be terribly different than engaging with someone who was out of sorts or under the influence, caused by drugs or otherwise. Much easier than something as troublesome as mind control. He could easier take a chance and continue down the hallway, but the sounds were growing louder and Damian had little desire to chase Loki all around the house.
"Can you teleport?" Damian asked. It sound to reason that with a little effort and concentration Loki would be able to do so. After all, if it was one of Loki's dreams... surely he wouldn't limit his own capabilities. Damian just needed an incentive. Nothing immediate came to mind but the best part of dreams was that they didn't have to make sense. "Pennyworth just finished cooking," Damian lied. 'Most honest' was clearly an overstatement. "The food will get cold if we don't get there soon."