The kobold NPC there does ask if you want to sray around for a while (or some minor typo along those lines), and also you're not given any "No" option. Having to hit Esc or you -have- to set it as your spawn point.
Slal'Teesh (Sp?) spawning point
He goes on to say "Okay, but you bring own camp things!" at which point you can say "Sure" (to set the spawnpoint) or "Nevermnd" (the "no" option).
Like most of my work, this was ripped off of other NPC dialog (specifically, Cyrus). It's just that those other innkeepers have interesting things to talk about. Poor Orlob doesn't even have a witty "goodbye" option. :(
Anyways: added a "Nothing" response to "Huh?", available in v1017. Also fixed the typo.