Yes, I have had the same kind of bug twice with my Xbox version: Farglow (dialog with Rhode) and by Arthur Gremory too . Now I skip the two dialogs and after the loadingscreen I read the conversation in my Logbook .
When I clicked on Continue (instead of letting him finish his sentence), there was no load screen that time. It just went to the scene of him leaving the cage and I chose End to finish the sequence.