Some of it's probably the opposite to what Eggsy would guess- Zagreus has so little experience of anything not dealing with the Underworld that while he can absolutely understand why people don't care for portions of the whole scenario (and he's never been a fan of treating people as lesser), but the rest of it is so new it's more fascinating than anything. His opinion will likely change as he gets used to it.

As predicted, he has no idea where that is. "What's it like? Compared to here, I mean." It's about the only point of comparison both of them would be able to make.