During his initial portal try-outs, Vexen may have been too preoccupied with this to notice he was being watched. To be more specific, he was being watched by a pair of bats. Intrigued by what they'd seen, they flittered away before they could be caught in order to report back to their mistress.

As they knew, she was curious. It was at least something to break the tedium! So she ordered her bats to keep an eye on him so she could find him, and eventually spotted him doing some quiet observing off in the distance.

... Alas, she couldn't resist a good trolling.

So she waited another moment or two for him to be comfortable in his silence... before ripping a particularly loud note on her guitar, and flashed a grin to see his reaction.