No joke, but the sharp change in atmosphere is enough to leave him nervous in any case. This is by no means better than how he found out — maybe it's even worse because so few of them are here. Maybe that's why he hasn't brought it up, hasn't figured out if they're separated by time at all, because he doesn't want to know what lies in the future and he definitely doesn't want to be the one explaining a past the others have yet to experience.
"Morgan... they didn't tell us." He swallows, shifting his weight uncomfortably. "Hotch and JJ... they knew all along and never told us. They needed us to believe that she really had died and one day she just... walked into the briefing room. Just like that."
Another pause to let it sink in and when he speaks up again his voice is frailer than he'd like. It wasn't that long ago that it happened. Not for him.