REALLY? Let's everyone talk about that in great detail forever, apparently. He recognises it for the unsubtle segue it is, but it's still a good question, and somehow her being aware of it is particularly obnoxious. "Indeed. What happens in a dream, stays in dreams. Except when it doesn't, but that's usually because I did it." It's not that he's trying to be aggravating and obtuse. It's just his normal state, what else would it be.