Look at Tidus. Even in this situation the guy seems to have it in him to make sick burns at the train's expense. If the situation was any less weird or tense, Inigo would've laughed.

But there's no time for that. Because Tidus is already making that suggestion before Inigo can say anything else, and it's bold enough to make Inigo's jaw drop. Even if he's putting at least some stock in these people who interviewed them, that's still..

"And then? Are you.. just going to sneak back in?"

Sure, it's not something that ought to be deserving of capital punishment, but who knows. Those guys are keeping them all locked up here.. And Inigo knows that Jingyi said he's overly fussy about Tidus, but doesn't he have the right to be? Especially in a situation like this?

"Maybe there's some other way we can find to let them know!"