In the setting of ontology-mediated query answering, a query is evaluated over a knowledge base consisting of a database instance and an ontology. While most work in the area focuses on conjunctive queries, navigational queries are gaining increasing attention. In this paper, we investigate the complexity of evaluating the standard form of navigational queries, namely two-way regular path queries, over knowledge bases whose ontology is expressed by means of linear existential rules. More specifically, we show how to extend an approach developed for DL-LiteR to obtain an exponential-time decision procedure for linear rules. We prove that this algorithm achieves optimal worst-case complexity by establishing a matching EXPTIME lower bound.