What flitters across Jon's face is at first, surprise at the immediate (correct) assumption; no questions, no demands, just a (very correct) statement. Alarm and panic soon follow, causing Rhaegal to make a nervous chirping sort of sound as he shifts from one foot to the other, feeding off of his rider's sudden burst of anxiety.

Something, perhaps an unseeing magic that coats this foreign landscape, prevents Jon from outright lying. He wants to deny it, but he can't. He's never had to deny it. No one's had reason to assume. He's always just been Ned Stark's bastard son, why would anyone stop and consider the possibility that he was actually Rhaegar's legitimate son?

"I grew up in Winterfell," he says — more like snaps — instead. "Why would I commune with any gods but the Old Gods of stream, forest, and stone?"