Well, he's not giving answers as detailed as the paladin, which maybe figures for somebody accosted by weird questions in the middle of a giant yard sale.
And there haven't been any anomalies in the mirror, or in the apparent symbol of Abadar that Keltham drew in iridescence or the Baseline script inside it, so either it was an honest answer or they mind-controlled the guy or they ran a sufficiently realistic illusion.
That was mostly what Keltham was expecting would happen inside Conspiracy; this didn't seem like a likely test to blow things open. It revolves around possibilities of magic, illusion, mind-control, and those are places where the Conspiracy controlled almost all the information he got.
But he tested it, just in case. Seeing the slave market reminded Keltham, a little, what it means to be involved in serious business, and to maybe make a more serious effort at breaking apart his world if it could be broken.
Message to priest: Thanks, that's it.
Message to Fennelosa: Please continue looking for a bookshop.