[It's not her being heavy that's the problem, it's the fact he's trying to concentrate on not being caught by their pursuers, while also being made to think deep thoughts, while also having to carry her and keep his speed up.]

I'm fine! Just trying not to get either of us captured... [It would help if there was some sort of cover, yet nothing around them seemed to be solid.]

...What is this place? Is this the sort of place you're used to? [Or was it as new and unusual to her as it was to him?]