Well basically Sheik freaked out and Link eventually managed to drag him back to 49 where he was a pile of mope and sad until Zelda showed up. So there really isn't much?

Although, because Zelda IS around, the rules have changed a little. Mostly in that if anyone so much as makes her cry Sheik will probably hurt them. Conversely, she is now the single person in Luceti that can get away with telling him what to do.