Rule number one of being a godling - you are always being watched by someone more powerful than you.

"Oh, I'm happy to cooperate, as long as our friends are also kept in one piece. It's not like any of us chose to come here, after all. They'd be absolute monsters to expect us to fully comply with rules we never knew, while they were actively harming our fellow passengers."

Another jab at their abductors, perhaps? No, of course not, just a simple observation!

"I've seen you around the train, mate, but I don't think we've been formally introduced. I'm Zagreus. Wish we'd been able to chat under less dire circumstances."