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I like that, instead of being captured by moblins or some other monster, Link was being held, nude, by armored humans (either mercenaries or possibly a rival kingdom's knights). This let's me imagine this universe's Link is such an irresistible bishounen that there are multiple princesses/ladies trying to steal him from Zelda. That or this is possibly some expensive, high-level cuckqueen roleplay for Zelda. Either is hilarious.