Most dramatic things were more interesting from a distance, Luke thought. Which wasn't to say he didn't have his own moments or even that he wasn't...without a flair for it himself on occasion. But in this instance, whatever his future nephew and and Rey and Co. got up to was nothing to do with him, even if he had to occasionally hear about it.
He actually laughed at Din's question though, surprised and sort of delighted both. There wasn't anything mean spirited about it though, because Din sort of had a point. It was strange to think about a Jedi having an upbringing. "Grogu does," he pointed out kindly. "And I suppose I do now, I didn't growing up. My mother died during childbirth and, ah. My father was Darth Vader." It wasn't common knowledge but it wasn't a secret either, and Luke felt a bit like he could tell Din things, since the Mandalorian was being equally candid and also trusting him with something very important.