Most tragically of all, he doesn't really seem to react to that joke. Dire straits indeed. Instead, he continues looking at her, increasingly quizzical. It seems odd even if it's not immediately funny to him. He leans forward a little..

"You came back..." he mumbles, repeating her words. It sparks a memory, even if it's hard to imagine his place in things. "You... seemed like you were dead, for a while. But now... you're back?"

And another person who apparently has connections to him that he has no access too. It never stops being frustrating.