Oooh, that scene! Okay! Given the few scenes that flash before the question is asked, it's safe to assume that Minfillia noticed the WoL was deep in thought. She also doesn't look "calm, direct, business level," but concerned/worried... or maybe it's curiosity?

Basically, to me it fits better that she would ask us what's on our minds over "are you alright?" Our character in the scene don't exactly look tired or unwell. Just sad (and deep in thought, as Minfillia noticed). The responses we give her there also match what she asks.

Now I'm curious what responses the WoL has on the JP client. Because if she asks if you're feeling unwell, the only two responses I can think the WoL would have are: "Nah I'm fine!" and "Maybe I could do with a lie down," but then that doesn't really match the scene at all and becomes completely irrelevant dialogue fluff between the WoL and Minfillia.