Nolan and Anette's expressions changed after hearing Zephyr's remark.
The more they talked to this guy, the more they were reminded of their past 'mission' that they had failed to accomplish. Hearing these bits and pieces of information from the past fueled their curiosity. After all, this was a piece of information related to the truth of what happened a thousand years ago.
Since Nolan and Anette were associated with Cade, whose clan was related to Ancient Magic, and Rin, known as the Spirit Child, the two more or less had an idea that what happened with the 'Dark Sage' written in history books had been fabricated by the Royal Family.
Unfortunately, they did not know how much history had been fabricated.