The Lucia family is a large clan.
There's much hidden information in Wizard Palo's words.
Firstly, Wizard Palo has perceived Link's intentions to part ways with Sophie Lucia;
Secondly, Wizard Palo suspects that Link may harbour further thoughts of revenge;
Finally, Wizard Palo is warning Link to be careful in case Sophie Lucia gets cornered and decides to mobilize her family's power.
This is a subtle reminder to Link that it's harmless to have some academic competition.
Even if disadvantaged, one must endure if they can.
And if one can't, they mustn't resort to brute force like they did with Rivers and Erick, which resulted in a bloodbath.
Otherwise, trouble isn't far off.
Sophie Lucia isn't like Rivers and Erick who lack support; she has the backing of an entire family behind her.
Wizard Palo's words convey deeper meaning, indicating that if something were to happen, he wouldn't side with Link against the Lucia family.
