He's only slightly less confused than she is; he's at least aware of magic and the possibility of travel between worlds, even if apparently that's getting harder (if not almost impossible) to do. As it is, he's not entirely sure this isn't some strange sort of afterlife, either. He doesn't know what it is, other than that the town doesn't look that different from the towns he used to wander through in the Enchanted Forest.

"Fantasy policeman? More like fairy tale policeman." Might as well be honest about it.