[ he's still quietly scrutinizing his untouched doughnut (what is this strange crispy bread, what's in it???) when saber casually drops that bombshell on him. ]

... I see.

[ to his credit, he sounds more surprised than openly disbelieving. there's a pause while he considers that, and then: ]

I hope I haven't been unforgiveably rude in failing to address you as Your Majesty. Or ... would you prefer Sir Artoria, if you consider yourself a knight first?

[ he not asking that facetiously, either.

he likes to think he's fairly good at differentiating bluffs from truth, and she doesn't sound like she's lying. not to mention, if this is some manner of joke, he could do worse than playing along. ]