Oh he's very charmed to have a fairy companion. It felt very natural; perhaps even supernatural. So long as she stayed out of harm's way, of course. He just wanted to sate knightly passions and go dragon slaying. Or at least dragon thumping. Now he gets to meddle with midgets, which is...well, it's more interesting than he thought!

"I'm fine, Navi, thank you for asking. Looks like they're as crafty as advertised, eh? Can you unlock the door, and if so, would you? Otherwise I'm afraid I might have to get rough."

Breaking public property would just break his little, conscientious heart.