As confident as he'd acted, Vanitas hadn't been convinced Axel would follow him out. After all, he was almost positive that Axel wouldn't know him from his memories if Roxas didn't, because it seemed Axel was one of the two people Roxas had mentioned (to others, not Vanitas) he knew from his other life. But, when Axel did appear, Vanitas was pleased - and he had no problem breaking the ice.
"You spend a lot of time with Roxas. Are you sure he's who he says he is?"