It wasn't rude but Zagato took a step back as if retreating from his earlier statement about needing to 'save her' all the same. It was unusual to have some one actually ask about this but then he would never have said 'she needed saving' in Cephiro at all. Even that thought was a devastating crime.
So how much should he say about it now?

"Princess Emeraude."

Quite a lot really. There wasn't much more harm that could be done because of a loose tongue.

"I understand this world is also based on will so perhaps you can tell me if you would think this world was a beautiful place if it meant one person had to suffer in order to support the happiness of everyone else?"