She does kinda bug him a bit about his hold, and when he’s going to return home, stuff like that. As well as how he doesn’t know where the hold is that he’s looking for.
My thought on that is that she knows that if she pushes too far on Bardin, they’re likely to come to blows. The others are more likely to brush things off or merely voice their complaints, but Bardin (like a dwarf should) doesn’t take things as lightly, and is willing to attack the wutelgi if he feel he’s been pushed or insulted too much.
I actually find it interesting that Kerillian is aware of the arrogance that’s either inborn or at least very deeply ingrained in Elf culture, and tries to fight it. She’s still an Elf, so it’s not gone, but she has acknowledged it, tries actively to be friendly with the others (well, at least occasionally) and even admits to liking them on occasion. She’s as unusual for an Elf as Bardin is for a Dwarf. I think that’s another part of the reason she doesn’t pry too closely to Bardin’s thoughts: She understands some of what he’s going through, and actually prefers keeping their behavior civil and not antagonizing her comrades. Also note that even if the others get frustrated with her enquiries, she never pushes for too long or far.
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Most of it is pretty light whenever she is speaking with Bardin, though. It’s a question and then done; in a single conversation she never really pushes it.
Her conversation based on “If you cannot return home I sympathize with you” is just her explaining to him that she is trying to relate, just as @Yzneftamz implies above. 
I think it’s really cool if you consider how she treats Kruber who, depending on who you ask, is one of the most open and amiable fellows in the party.
Whenever she talks with Kruber about his relationship with Ol’ Saltzy, Kruber says something along the lines of “You constantly ask about this,” to which she responds, “So?” She obviously pesters him to the point where he is actually irritated with her.
Her relationship with Sienna is ‘positive’ because Sienna has such a deep understanding of magic. I’m sure Kerillian would be more congenial to any mage, but Sienna’s obsession with fire still leads to Kerillian scoffing in disbelief at how ridiculous humans are… and still bothers her to know more.
Kerillian threatens Ol’ Saltzy plenty, but I think Saltzpyre is one of the few in the party she is super intrigued by. She seems genuinely interested in his visions and his obsession.
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