Just because she isn't a Circle mage doesn't mean she is ignorant of the terms and how they divide themselves up within the Circles. Anders is her friend, and she has made other friends that were in the Circles. She doesn't say that aloud however, the point being entirely irrelevant as they explain themselves.

"We would have helped you," Velanna replies, looking a little dumbfounded, honestly. She's still very much angry, but she understands the persecution of mages. She is a Dalish mage who was banished from her own clan. She understands it all too well.

"You didn't need to do all of this. Anders must have explained that to you."