He might actually be pretty... confused by it. Since he's been separated from his parents since he was 6 years old for safety reasons, he has some rather remote affection for them but that's it.

He's loyal to his Clan, though, and so he has an inferiority complex because he's not sure if he can step up and become the leader when the time comes. Pus there's the whoe 'illegal activities' aspect which he will gloss over in his conversation with Ardyn about Retrospec but will probably be pretty obvious to someone older and in the law business.