The Master still didn't think the woman was delusional but he was beginning to wonder if she wasn't 'simple'.
"Yes. Yes, I just arrived a short time ago. As you can imagine I was quite surprised to find myself suddenly somewhere else. I suppose I shall have to make my way to whatever passes for a town around here and decide what to do next."
The Master had first thought the woman might have some insight into what was going on but now he was reevaluating his opinion of her and decided she was harmless but also not very useful either.