Admittedly it's not a harmless question here either, but there's no ill-intent behind it. To be sure, ordinary mortals are the preferred sort of visitor, but mortal certainly doesn't equate to human on Nirn. Nor is the reaction to non-mortals wholly negative, depending on company and the specific type of immortal. Consequently Felix doesn't look so much relieved as he looks like he's struggling to get his head around what that answer means.

"Because I, uh, don't think that was a teleport. Not technically. It looks more like a kind of summoning to me. You came through a portal to Oblivion, which means you came from outside the mortal realm, but... from somewhere else with mortals."

And he finds that hard to swallow, but he's still sorting this through. "It feels like a Daedra brought you here. A very powerful Daedra. I don't know if that counts as good news or bad."