Davis's expression was somber.
The fact that every one of the denizens of the First Haven World was being teleported away, according to Mingzhi, must mean that something had happened to the World Master as she did something else than she said she would do.
There was no consent in the teleportation, which means the World Master must've been pushed to a position where she was forced to evict them all, and he couldn't think of anything else other than the possibility of her nearing her death.
That's why Myria also came to the conclusion that something untoward had happened to the World Master.
Davis had complicated feelings over this situation, feeling some sadness and frustration. With his Evelynn, Shirley and Isabella missing, it made him want to go mad and scour the lands to rescue them.