Despite their curiosity, they didn't dare ask any further questions, as they had noticed that Zaros was already upset by the attitude they had taken. Not only had they entered his territory unannounced, but he also seemed reluctant to talk about Andrew.
Moreover, Elder Lugia's attitude, ignoring Andrew and asking Zaros about him despite his presence, made it clear that Andrew wasn't pleased either, and both Elder Lugia and Vaelyra understood this. The dragon race is wise, there's no doubt about that. This is because they naturally live much longer than any other race, thus accumulating much more experience.
If you add to this the fact that they are powerful by nature, they are undoubtedly one, if not the most ancient and powerful race in this world. Unfortunately, with this power, they sometimes err on the side of arrogance.