"Be careful if you try to swim back. The water in the cave is really very deep."

So she had discovered on her way here. That might have been how they arrived but Maron wondered if that was even a viable why to return home. Maybe there was some other way...
Once she dried off at the Inn she planned to look around herself. There might be something in town the magical object she carried in her pocket would react to.
Of course she couldn't say that. One doesn't just announce that they are a magical thief back in their own home.

"I really hope you can find the way back."