From the writing, Setsuna gathered Fay was distraught. He wasn't too sure who Sakura was, but he thought Fay might have mentioned her at some time, and she might have been one of the children traveling with Fay and Kuragone. Even if she wasn't, clearly she was important to the mage for him to not take painstaking care with his hand-writing.

Worried for him, Setsuna didn't bother with further correspondence and left Tomorrowland immediately for New Orleans Square. He walked right in the Cat's Eye Café to call out, "Hey, Fay. You here?"