I think he would say "Why am I always the one who is stuck saving Zelda's butt all the time?" I think he'd be pretty sick of her getting kidnapped all the time.
Well if Navi or Tael was still with him, I would probably think he will respond thankfully in a nice manner and probably have a catch phrase after he defeats a boss like...hmmm
"You put up a good fight, but I will vanquish any beast that dares steal the light from this world." Then raises sword into air followed by sheathing it like in Twilight Princess.