Zuko didn't say anything, but the thin line his lips pressed into might as well have indicated that he was in some sort of trouble back home. If questioned, he'd cite the war and the strain it was putting on his nation, not the reality of his situation where he was a traitor to the crown who'd turned his back on the Fire Nation to join the Avatar's opposing forces. He didn't need that getting back to Azula.

"Things do get back here, so don't completely let your guard down."