Vexen, quite frankly, could care less about Mia's personal life. This includes matters of occupation, how she spends her time, and pregnancy. Even hadn't particularly cared for children unless they were related to him (though he could tolerate them), and Vexen just considers them inconvenient, annoying, and beneath his lowest level of interest, unless he happens to be using them as research subjects.

If nothing else, Mia has hopefully learned that Nobodies are terribly self-centred, and often quick to dismiss that which is not relevant to their interests.

The thought of an inter-world system of transport, however, certainly has his attention. After all, he doesn't plan to remain like this forever, and he doubts that he'll be able to use the darkness like he does now, once he's whole again.

'Does this place exist within a universe containing many worlds, or a multiverse? A universe would prove more easy to study, given that there would be certain constants existing between all of the worlds.' He comes from what he considers a universe. There are many, many worlds, but there are constants between all of them, such as physical principles and elemental composition.