Machine learning-based Intrusion Detection Systems (IDS) have demonstrated superior performance in securing Unmanned Aerial Vehicle (UAV) networks. However, the 'black-box' nature of these models, combined with the high dimensionality of multimodal cyber-physical data, poses significant interpretability challenges. Static visualization dashboards may struggle to present complex relationships among multimodal cyber-physical features in a form that is easy for operators to inspect and interpret. To address this, we propose a Conversational XAI interface powered by Large Language Models (LLM) to facilitate on-demand investigation. In a controlled experiment with participants, we systematically evaluated the impact of this conversational interface versus a traditional XAI Dashboard on operator understanding, trust, and reliance during post-incident auditing tasks. Our results suggest that the conversational interface was perceived as more useful than the dashboard, potentially because it helped participants access and synthesize relevant information more easily. However, this benefit was accompanied by a lower level of appropriate self-reliance, indicating a potential risk of over-reliance. One possible interpretation is that the natural-language responses made the AI advice easier to accept, which may have reduced participants' tendency to verify the underlying evidence when the IDS was incorrect. These findings point to a potential trade-off in human-AI collaboration for UAV intrusion auditing: interaction mechanisms that improve perceived usability may also increase the risk of inappropriate reliance. We conclude by discussing design implications for future XAI systems that balance seamless interaction with cognitive forcing functions to foster appropriate reliance. Blogger's Review: This paper proposes a Conversational XAI interface powered by LLM to improve operator understanding and trust in UAV intrusion detection results. The experimental results show that this interface is more acceptable to operators but also comes with a risk of over-reliance. Therefore, the design of future XAI systems needs to balance interaction usability with cognitive forcing functions to ensure operators' appropriate reliance.