[He wouldn't have gotten along very well here if he was incapable of listening to other people describe the mechanics of their own worlds, so he pays close attention to the explanation. He doesn't look convinced at any point, though - on the contrary, his skepticism of the idea subtly increases as she goes on.

When she finishes, his first reaction is to sigh quietly.]

You have an inflated idea of your own world's importance. [Assuming this entire place is a concept that exists, to their knowledge, only in her world...it's not something he can see a lot of people rushing to support her for.]

Those enemies have been seen and acted in the human world as well, multiple times. So you're suggesting that not just the Heavens, but this entire world is one of these "Palaces", and I don't think I need to explain exactly how unlikely that is. Not to mention there's a reason she's a kid, which you'd know if you knew anything about how this world worked.