Just moments earlier, Connery Sapientia had sensed Dyon taking away Ri and Madeleine. In fact, because of that moment, he nearly cracked his throne again. Why? Because he was fully convinced at this point that Dyon's array alchemy had far surpassed his. For him to sense Dyon taking away his wives meant only a single thing: that Dyon had wanted him to.
It had only lasted a split moment before Dyon completely disappeared, but that was enough. It wasn't that Dyon wanted to provoke Connery. He only wanted to continue playing their little game. In the back of Connery's mind, although he found the percentage likelihood to be very small, a piece of him still believed that there was a possibility that Dyon could be bluffing. Something was itching at him, telling him that Dyon didn't want their competition as much as he didn't want it. But, he had no proof.