At a more mundane level... unless he has a really distinctive voice, I don't think it's unreasonable for the WoL to not connect this ominous voice with that of a friend who they didn't know for all that long, and might not have expected to see again.

And as much as he might be visually obvious to us as observers of a story, our character is most likely in no state to recognise him at the time - running on adrenaline, panicked that they were just (and may still be) about to die, pulled into this bewildering place and realising this is the guy who's been snatching all our friends' souls... well, I'm pretty sure I wouldn't be looking at the shape of the guy's face to try to work out whether I recognise him.

On the other hand, once we're safely back in reality with an instruction to seek out the Crystal Tower, our minds might start to turn back to memories of what happened there, and begin to wonder...


But then again, our character can be rather dense at times.