It’s funny how looking at a line out of context can sometimes obscure it. In this case, I looked at it and thought, “Who is the ambassador to England? Was there someone else with Hamlet and Rosencrantz and Guildenstern? Who survived the pirate attack?” But, of course, the ambassador is Hamlet himself. The sailor is obscuring his identity a tiny bit, probably as a safety precaution.
I mean this whole scene is a bit of cloak and dagger in the middle of a revenge story. There’s no reason, if Hamlet is already returned to Elsinore, that he shouldn’t come talk to Horatio himself – or if showing up where Horatio is is too risky – to have Horatio appear at Hamlet’s hiding place. But this scene creates an atmosphere of secrecy and layers of obfuscation that actually heightens the drama. Many contemporary rules of drama would suggest that hearing this information directly from Hamlet would be more dramatic. But it’s a great deal more of a spy story with this scene.