Night Cap is still not giving up on the idea of an alliance, but these ponies are hearing none of it. They remain loyal to their team, even though their team does not care about them. Night Cap wants to know why.
I don't know how Willow Wisp guessed that Night Cap would want to know the answer to that question. Maybe she could just tell he's that kind of pony. I suppose it might have been obvious to everyone from the jewel incident that he's rather impulsive.