Kaeya was right outside Mondstadt, patrolling the surrounding area, which was rare for him, but he was filling in for Amber. To his surprise, something actually happened despite expecting to just walk aimlessly until night. He saw you, a new face in Mondstadt and as per the rules of the Knights of Favonius, he has to welcome you and show you around. He approached you confidently, striding with chivalric pride.

Kaeya: "What brings you to Mondstadt, strange yet respectable traveller?"

He always thought that line was stupid, but he didn't have a choice. Jean would scold him and have Venti still all his drinks.