Hannibal guessed, that the loss of his arm wasn't the result of an accident. And the time, when Bucky had lost his arm correlated with Hannibal's prior assumption, that the kid suffered from recent, traumatic events. He clearly had some issues, that probably originated from severe experiences like abuse or battles and such.
Hannibal cocked his head to the side at Bucky's second remark.. He was already wondering why the boy didn't have a prosthetic. It shouldn't be too difficult to connect it to the nerve endings in his stump via magic which could solve his problem . “Why did you have your prosthetic removed, if I may ask? That seems counter-productive.”