Thranduil breaths out something that is almost a sigh of relief. "I don't like to think of you reduced to something so helpless."

There are orphans enough made of the animals in Mirkwood - they raise some of them themselves, should they find them. There are many others who die, many who are not orphans who die. This place may not be so dangerous, but there is still much that could have harmed him. Not only any natural predators who might exist, even; it would have been easy enough for someone to shoot Legolas and eat him.

"Resourceful as you are, I imagine it would be difficult to defend yourself in such a form."