Security vulnerabilities are rapidly increasing in frequency and complexity, creating a shifting threat landscape that challenges cybersecurity defenses. Large Language Models (LLMs) have been widely adopted for cybersecurity threat analysis. When querying LLMs, dealing with new, unseen vulnerabilities is particularly challenging as it lies outside LLMs' pre-trained distribution. Retrieval-Augmented Generation (RAG) pipelines mitigate the problem by injecting up-to-date authoritative sources into the model context, thus reducing hallucinations and increasing the accuracy in responses. Meanwhile, the deployment of LLMs in security-sensitive environments introduces challenges around trust and safety. This raises a critical open question: How to quantify or attribute the generated response to the retrieved context versus the model's pre-trained knowledge? This work proposes LLM Embedding-based Attribution (LEA) -- a novel, explainable metric to paint a clear picture on the 'percentage of influence' the pre-trained knowledge vs. retrieved content has for each generated response. We apply LEA to assess responses to 100 critical CVEs from the past decade, verifying its effectiveness to quantify the insightfulness for vulnerability analysis. Our development of LEA reveals a progression of independency in hidden states of LLMs: heavy reliance on context in early layers, which enables the derivation of LEA; increased independency in later layers, which sheds light on why scale is essential for LLM's effectiveness. This work provides security analysts a means to audit LLM-assisted workflows, laying the groundwork for transparent, high-assurance deployments of RAG-enhanced LLMs in cybersecurity operations.