Eiro followed James toward the place that he mentioned and tried to figure out if the Conductor truly might be there somewhere. And sure, there was a relatively higher amount of raw magic in this specific area of town, but Eiro wasn't particularly sure if this was enough to say that the Conductor might be here.
Then again, he didn't have any clue as to what it might look like in the first place, so he should explore any possibilities that he came across.