Yeah, see? That's exactly where he is at with it right now. He still really wants to believe that he's in some kind of nightmare he can't wake up from, but everything feels so unbelievably real he doesn't know what to do.

"M-Mayo-ika..." Oh no, did he really earn a name like that just now? This is terrible, he wants to climb back into the ocean. It was nice in there until it super wasn't anymore. It seems he doesn't have a choice but to push onward and so, he will gladly take whatever help Leo offers, even if its not needed. It's helpful to have someone at least leading him somewhere while his erratic brain vibrates apart trying to wrap itself around their circumstances.

"Tsukinaga-san ...do you know what's going on?"

Probably by now they've gotten the attention of a nearby Waker who is going to throw robes at these naked rapscallions.