It might not have been that sort of screaming fear that he so loved, but it was satisfactory enough. Enough that he wanted to drive his message home a bit further before hinting at just why he was doing this.

"I don't know," he replied simply, shrugging and trying to keep from smiling. Her reactions were just far too fascinating, but even if she'd looked away, there was still the chance that she would look back at him. "I'm unfamiliar with your gang. But I've heard it said that we're supposedly in New Jersey. There's only so many other institutions on the eastern coast that could be checked if you were transferred here directly from Arkham."

Of course, fear of abandonment and being alone were nice, but he wanted to move this along to at least glimpse what else she might be afraid of before letting on why he was doing this. If nothing else, she seemed bright enough to recognize that once he discovered her fears, he would hold some power over her. It wasn't always the best way to do things, but he could get her as an ally one way or another.