Thor doesn't answer the question. Instead, he jerks himself out of Tony's grip and positions himself in front of him, a barrier between him and whoever might be creating these illusions (if they are illusions!) or whatever magical beings might truly exist behind the glass.

"It's unsafe here," he says, and he suddenly becomes acutely aware of Tony's vulnerability right now without the arc reactor. "We've got to move."

The sooner they were out of here, the sooner he'd be sure that Tony would be safe.