His question is that of curiosity as to why being cooperative is important. So the queen values obedience, but not love, happiness, or loyalty. He can sense the emptiness in her subjects and there is evidence in the Old Kingdom of her tyranny.

None of them will matter in the end anyway, because all of that with the last question, the deal is off.

Cooly, "...No. Anything but that. Respectfully decline. Answer another question, your highness."