He wasn't the only one who had noticed that Lyanna had left the feast, though he was the only one who knew it was because of how upset she was. He had waited a few moments and then followed, less obviously, because he doesn't want anyone to follow him and find them. Mostly because he knows what kind of scolding they'll get from Lyanna if they're interrupted.

"And he will accept." He knows Ned well enough that he doesn't have to be told where he thought is going. They both know what comes next. "Perhaps he thinks he can do some good."