Link was missing. Link was missing, and Midna may never be able to find him again. He wasn't teleported by any means that she knew of, otherwise her Twili powers would have let her trace him. Instead, she had to either battle giant monsters herself or give up on regaining her old body and returning home. It wasn't that she couldn't fight the monsters, it just took a lot out of her. But it seemed like that was the only option.
Or maybe not.
Midna grinned deviously. If everybody here was as gullible and easily-manipulated as Link, then whoever just made that noise should serve just fine. Her smile fell, however, when she noticed that the source of the noise was seemingly not of this realm, nor even a biped. Instead of the sickening light realm magic all beings that naturally inhabited this place unwittingly emitted, this thing reeked of something dark, feral, almost burning. Like thick smoke being blown in your face at night, only slightly more sinister.
And it was a bug-pony. There was that, too. “Ugh. Oh well, maybe I can still make it work.”