Hm? Because he's tailing him and Ryo notices and finds it suspicious (and to be fair, he's probably got cause to be watching his back these days). He didn't really get along with Guizhang at the warehouse, so it's not a huge leap of logic to think something is up.
GBEast got it in the end that Guizhang is trying to psyche Ryo out and test him in combat.
I'm guessing there's probably a translation goof with the first line and the Japanese iteration of the dialogue might make it sound better.
"Huh? What are you doing here?"
"Get ready to fight"
"What? Wait, are you working for Lan Di?"
"Doesn't matter! Prove yourself"
There. Now Ryo doesn't look like a maniac who just screams "WOW YOU SURELY WORK FOR LAN DI!! Couldn't be that Master Chan sent you to tell me .
something!"
It's really not a big deal, it never was for me. You guys really don't need to defend every single small criticism of the game, seriously. It's alright to call out goofy writting, laugh at it and move on. I certainly laugh at a lot of dumb stuff in Planescape.