Well, he's glad he can offer her some relief, even if it's just the reassurance that she isn't the only one whose shard has been causing her pain. He'll have to ask others at some point, see if anyone's actually figured out how to get it to stop. Nevertheless, he nods to her.

Then she throws out a question, unexpectedly. He hadn't considered anyone caring about the world he'd been in, if they indeed believed he wasn't some demon come to eat their children. But it's a harmless question, and maybe it'll help ease some of the discomfort surrounding him? So Corvo sits in silence, thinking of something to say that is neither as dry as a textbook, nor some manner of horrifying. The poor woman was already easily startled enough, without discussing man-eating rats.

"We have a religion in our Isles, similar on organization and structure to your Chantry. The Abbey of the Everyman. There is no Andraste, though. Nor is there a Maker." Save, perhaps, the Outsider, but that was an entirely different matter. "It mostly focuses on teaching how to live a goodly, moral life. And ensuring that people don't stray from the strictures they made explaining how to do so."