Luckily there were a couple of heads involved at least, some sense of stability there even if Soldat had his moments.

Soldat probably was worried like hell. Yondu had just loosely assumed that he was fucked out here, that he wouldn't be coming back. He'd hoped that someone would be there for him in his absence, that somehow Soldat would turn out alright.

As predicted he vanishes back onto the train when he's brought in, so he has to come find Soldat after. Has to find him once he's reset or whatever the fuck this tethering mess is about. And what does he do? Try to greet him with a joke.

"Sorry I was late. Got stuck out after hours." Because he knows that he worried. "You alright?"