Kefka picks the arm up and gently places it back in the box, smoothing down the knuckles before scouring where it fell with fire.

"I'll give this a proper burial later. Yes, before you ask, she's fine. I healed her; she and Kayneth should be on a plane out of Japan by now. Her captor may be fast, but he can't match my speed of flight."

And the look Kefka is giving them both shows just how confused he is by their shock. It's just an arm.