"You have not yet discovered what happens to Russians at sea." The statement reflects uncertainty or mystery about the fate of Russians at sea, suggesting that their experiences are not well understood or documented. The response implies that what happens to Russians is similar to what happens to Englishmen, indicating a possible shared risk or experience.

Lymond's reply, "To sarcasm, yes," adds a layer of irony, hinting that the conversation might be more about teasing or mockery rather than serious inquiry. The mention of Scots being immune introduces a nuanced perspective on national differences or perceptions, highlighting the complex nature of the dialogue and the characters' attitudes.