After accepting Alde's offer to do the Group Mission together, Khal followed him onto Moon Mountain while listening to his 'amazing' stories in silence.
However, Khal didn't let his tales influence him nor make him drop his guard down as he knew clearly that was exactly what Alde wanted; make him feel comfortable around him and when he expected the least, attack him from the dark.
He was no fool to be tricked by something like that obviously, thus that is why he pretended to listen intently whilst remaining sharp, ready for the unexpected at any given moment.
As he knew, Crystal Bats inhabited the caves of Moon Mountain, but in contrast to other creatures, they never emerged during the night. They were active Beasts 24/7 both day and night, but with the sole exception that they were never leaving their caves, thus Cultivators had to go and find them instead.