Yes, we had just returned from Cerberus' base.

[Either Shepard has amnesia (possible but not probable), Shepard is joking with her (also possible, slightly more probable), or there is a space-time paradox at work.

EDI is glad she can't get headaches.]

It's possible that we are in a pocket of space where time moves asynchronously compared to the rest of the galaxy. Though I still do not know how either of us ended up here.

I can debrief you about recent events, if you like.