Not in the least. He took it exactly as one would expect. He is... he's definitely Zelos.

[It had almost been eerie talking to him. Sometimes she forgot that he didn't remember, others the lack of his memory couldn't be more obvious. It just made things that much harder, and it made her feel as if she'd been manipulating him somewhat into acting as she thought he "should".]

I will find his memories. Being able to retain the memories of this place after returning home is a vital piece of the puzzle. Like everything else, it will simply take time.