Since coming here, Baze has been exposed to a number of strange things. None of them have been that strange. "How did you come back from death once let alone nineteen times?" Because if Taako can do it, maybe that's how the people who brought him and Bodhi back did it? "Are you saying that these people will be looking for you, for us?" Because there's certainly nobody likely to be looking for him from his own world, given the whole "dead" thing.