It's a good thing he is carrying Bambosh, if only for the portable light source too. And in his arms like this, not only is it cute to witness (though Roland won't ever say that out loud), but practical: the higgledy would protect Inigo and give him boosts of courage if needed.

But as they begin to walk out of the sewer, he does take a moment to look at the tail skewered through against the tip of his sword. He lifts the weapon by the handle, stares at it for two seconds, before dropping it back down and resuming his gait. His answer, simple, like a no-brainer.

"I don't want a dirty rat tail touching anything else in my Arms Band."

Listen. He doesn't know how hammerspace magic works, and if things touch in there, but it's really not happening!