"What, the sheep? It's gone." He could chase it down, but between saving something that's decidedly not sapient and someone that very clearly is, he'll take the newbie. Someone's gotta make sure he doesn't legitimately drown, most likely.

Or at least show him the ropes of how shit here works. He might not be new at being dragged across universes, but a remote tropical island can be a hell of a thing to get used to.

"So yeah, I'd kinda rather get you somewhere safe."