Willow wasn't surprised by the words. She and Veronica had never really done much, if any, bonding. However, she was faintly surprised by the tone the girl used. There was something... off, about it. Something that made it sound more like a question being posed than a definitive statement.
Still, right here and now wasn't the time to worry about it. She needed to get Veronica out of there. So rather than start firing questions at her, she simply smiled and replied, "That's okay. It's not required you know your rescuer, just that you get to the rescue part. Which is why I'm here. To get you out of this place."