[While Goku's back is turned to him, Sheik quickly signs 'not well. Tired' at Link, then lets his hands drop back into his lap. No point lying anymore.]

A soldier is someone who fights for their side, and does what he is told. They value laws and rules above all else much of the time. A hero simply does what he believes is right, no matter the cost, and even if it breaks the rules sometimes. [It's the simplest explanation he can come up with.]