Grey looked at the duo and almost laughed when he heard their speculations about who might be behind the deaths of the two Princes, he was even more fascinated by the Second Prince's reaction to this. It could be said that the death of the Sixth Prince would not raise this much attention, but the death of the Third Prince has certainly rattled the entire Royal family, especially the First Prince who feels his life could be in danger.
The Second Prince didn't have any reason to be worried since he is the one behind the death of the Third Prince, but with the way he was reacting to the First Prince's words, it's clear that he was also a little worried about the death of the Sixth Prince and the Third Prince's man. If the Third Prince didn't tell him about the death of his man, he wouldn't have been too worried, but that made him a little apprehensive.