Laughing at odd times is certainly a time of madness, he'd agree with that. He's guilty of it himself on occasion, and he's met people far more guilty of it, actually. Villains are just the sort to cackle at the wrong time, aren't they? Her laughter does seem distinctly out of place in a hall apparently crowded with ghostly figures, yet he has the good grace to not hold it against her.

He doesn't quite understand what she means. It just doesn't seem to be the time to ask. If he's trying to do the good thing, as fuzzy as that margin can be sometimes, he's fairly certain that doesn't involve inquiring about the horrors she's trying to escape. Talking about them probably won't help; not that he knows. He hasn't spoken of his angry shadow and she's only gotten stronger since.

She looks hopeful and despite how real Milah feels to him, he knows the answer. "No, love, they're not real. They're just here to torment you, and we can't let this place win." Nevermind that he's been letting this place beat him since these ghosts started, he gives better advice when he's not expected to follow it. "Come on, Annie, let's leave them where they belong." Behind them, at least for a little while.