Interesting point, Anon!
I don’t really get the impression that Ikora’s love for Io is a secret, so I’m not sure it’s a matter of Cayde knowing something Zavala doesn’t. I feel like it’s perhaps more a matter of how different they are as people? Zavala is the practical one, the Vanguard Commander, who was on the point of despair until the Guardian showed up. It kinda makes sense to me that he would focus on sending you after Cayde, because there’s actual evidence about where Cayde might have gone. And it makes sense that Cayde, who’s all about risks and wild guesses paying off, would think of looking for Ikora on Io.
…which is not to say that Cayde and Ikora didn’t have had a really interesting personal conversation about Io. And actually, this ask has made me think a lot more about Cayde’s relationship to both the other Vanguards.
When I first played the mission “Six,” I was really struck by Cayde’s reaction to hearing Zavala wanted him back: “Zavala said he needs me? As in you heard those exact words coming out of Zavala’s mouth? …PLEASE tell me you recorded it!” Obviously Cayde is being snarky as usual, but to me it felt like Cayde was being…actually a little insecure about his place in the Vanguard. Which makes sense, since he’s both the newest member and the oddball. It was a moment that made me like him even more.
Now I’m thinking that maybe Cayde’s insecurity is particularly about Zavala. Look at this dialogue from “Homecoming”:
Cayde-6: Ikora, if you tell me this is a practical joke… Well, it kills me to say it, but I—I would be really impressed.
Ikora: Impressing you, Cayde, is the easiest thing I’ll do all day.
Zavala: Let’s get serious people.
Cayde-6: Zavala! This is my serious face. Can’t you tell?
Zavala: Ikora, what have you got?
Cayde comes into the room and basically says: let’s play the snarky game. And Ikora agrees! She’s being snarky at him, sure, but she’s engaging in the game he introduced, and that’s fundamentally a friendly gesture. (I guess some of how you interpret this scene depends on how you read Ikora’s tone when she says that line—to me, it sounds fairly affectionate.) Whereas Zavala totally refuses to engage—first he tells Cayde to be serious, and when Cayde responds with more snark, Zavala ignores him.
I’m pretty sure that silent treatment is the absolute worst thing you can do to Cayde. No matter how sick Ikora’s burns can get (”Some of them just don’t like you”), she’s still treating him as a verbal sparring partner, and I think Cayde considers that a sign of friendship. But Zavala just ignores Cayde when he gets too mouthy, and I think that’s why Cayde is so excited when he hears that Zavala admitted to needing him.