"Aha, I'll be fine. I've been colder! Frequently! Though not usually also damp at the same time. But it's fine! My health isn't that fragile, I am a cultivator. If we could come down with a chill by standing in the rain, half the sect would be dead, either of said chills or because Mu--the doctor had snapped and murdered us all for standing around in the rain and ignoring our health."

Well, okay, definitely in another world! And Fast Wet Blue Man presumably doesn't have any kind of transmigration system about it, if he can just say that! "Do you know why we're here? Does anyone? Have you been in a different world before? I mean, there are some artifacts in my world that can effect portals between worlds, but my pr-- my martial nephew wouldn't dump me through one! His Shizun would stop him, I'm pretty sure! And he doesn't really have a reason to!" Unless he's found out that you're The Author, his brain offers, and oh god, new thing to panic about! Did Luo Binghe find out that it's arguably Shang Qinghua's fault that he's an orphan and his Shizun shoved him into the Endless Abyss?! Shang Qinghua is going to have nightmares about this now, thanks!