The funny thing is, conviction isn't at all the issue for Link. He knows how to keep going even when it's hard, even when the way ahead isn't clear. The Sylphid are a danger to the them all, and he knows that means he needs to fight them. That part, he isn't uncertain about at all. What has him ill-at-ease is just...the other stuff that comes with them.

And it's unfortunate that he doesn't have the words or desire to communicate any of this.

So he just holds on, wishes he had his own horse to ride, and keeps saying nothing.