Link's not really familiar with Shield, as a named title. But it's one that would perhaps be quite familiar to him, if described. Because isn't that the role he has always performed for Zelda?

Perhaps it's not so surprising, that he's reminding Noctis of Gladio.

For now though, Link hums softly. "No," he says quietly. A bit distant, maybe, as he remembers his own experiences.

He hadn't always liked the nobility, in Hyrule. When the nobility still existed. But none of them had ever treated other people like the nobility here did.