Maybe a year ago or so, Elena would've questioned the warehouse thing, but you're talking to a girl that hangs out in cemeteries, abandoned houses, and with Salvatores now on a fairly regular basis. She's not even going to question it. Hell, for all she knows, warehouses are party central for wherever Lydia's from.

"And nobody remembers anything." It's a question, but not put as one. Elena just can't think of a reason why everyone seems to forget the middle between point A & B. She'd like to jump to the conclusion of magic or possession, but that really doesn't appear to be a thing around here already. And what commentary is that when those seem far-fetched possibilities to the current situation. For now, she decides to let it drop. Lydia doesn't know anything and speculating is only going to get her so far. "I'm Elena, by the way."