Oz was (mostly) always calm. It was his thing (along with playing guitar somewhat decently, and turning into a wolf).
"Weird." That was Oz's comment on how everyone had a similar experience. He didn't feel weird quite summed it up however, so he corrected himself; "Very weird."
Now he knew that the general populace didn't believe in magic, or vampires, or werewolves. But he was (apparently) in some kind of asylum, so odds were that Dinah might think he was really, and truly crazy if he said that he thought magic might be behind this.
Or she might be one of those people in the know. So. He went with his gut.