The sharper part of her wants to remark upon his bemusement, to point out that it's not as if the Prince or Cathaway are in the habit of providing clear answers. The issue lies in them not knowing precisely which answers to ask, which creates a problem. She assumes that the Enemy in question is the one that's caused the disruption, and thus doesn't ask anymore about that exact thing they've done.

"What do they gain from this?" That is a better question, and one that will lead to better answers, or so she assumes. If she's meant to know what their end goal is, Lexa will be remarkably surprised. The Prince didn't seem to know, but she has a feeling that she may have also proposed the wrong question there.