Theon thinks he deserves to be in such a place too though for very, very different reasons (not that he hadn't visited his share of brothels, but that felt like a lifetime ago). Compared to the hell he came into, the one under Barbas' control, this does feel like a vacation, a relief, but he does not trust it. Ramsay would do this sometimes too -- Captors can be kind but they are still your captors.

He is walking down one of the halls of the castle, pacing really, when he hears Lucy's question. It's enough to pause him.

"Your priests talked of this place?"