He just kind of looks really confused at what Kokichi's trying to tell him, but the type of confusion of someone who knows what you're saying, and knows it makes sense, but it's not clicking. Why would that be healthier? You're. He's not supposed to be sad. Wonderland is a happy place, right?

The question about his dad gets a response even weirder. There's a look over one shoulder, than the other, trying to be Super Sneaky, then upon deeming the area secure, gestures Kokichi down to whisper. Please keep it a secret, Leader!!! He doesn't remember what he looks like, it's been too long, but he can give a name.

Adrian Morgenstern. The Owner of Wonderland.