The confirmation isn't a surprise, not when Nanami knew they were true. However, it's confirmation of what he experienced. Of the afterlife. Not the topic for the day, but it gives him something further to ponder in his own time. Epiphany always makes him think things over.

No doubt there is much painful information to learn. Maki comes from after Gojo dies. They must be facing Sukuna themselves, and what that promises is not good. "Yes," Nanami says, "Ignorance won't help me."