"Voices?" He asks, taken out of his haze of being reunited with his friend at long last.

Right. They are in unfamiliar territory and thrust into this perilous situation, aren't they? So Emet-Selch looks around to see. "I hear them but I do not see to whom they belong. There are no souls to speak of." He looks back. "Which means they are not physically present. Unsurprising, given the enchantment."