He wants to ascertain the security of such quarters, and use this inspection as an excuse to gain audience.
"After all, we want to ensure the man does not get kidnapped again," he says as he explains his thinking to Ellaine. "Now, If I had just had a close call with those bandits, I'd have several men guarding doors and windows... Let's see what measures the Baron has put in place..."
He lowers his voice, "unless of course he knew exactly that another attempt will not be tried... Or unless he wanted to be whisked away..."