To be fair he's gagged and and apparently in the middle of silent tantrum so he's not very communicative in this scene, though even later when he's back on his throne and even during Stormcloak questline he's not very memorable too, you mostly talk with Galmar Stonefist who is more expressive. I guess it's explained officially by him being apprentice to Greybeards and wielding some degree of Thu'um, you just don't flap your gums carelessly when you can demolish everything around you accidentally.