"Likely not," Sephiroth agrees, turning to face Cloud. "Regardless of the potential for people to overhear private matters, such topics deserve my full attention. I expect we can head into the woods far enough to get away from the majority of the noise without running the risk of upsetting our hosts by straying too far."

Sephiroth was given guidelines to follow, and he's been following them carefully and without question. Usually he needs prodding from Angeal or Genesis (or both) to break rules.