Morpheus sighs as he watches the human woman wandering through The Dreaming's library, looking through shelves that are filled with the books and stories that have ever been dreamed, volumes that do not exist in the waking world. The Dreaming is fully under Morpheus's control, as long as he is in the Dreaming, neither he nor any of his guests can be harmed.
He met this woman approximately a few days after escaping Roderick Burgess's basement, having been imprisoned for 100 years. Normally he wouldn't interact with humans in the Waking World much, he prefers to keep his distance, particularly as humans tend to be rather wary of Morpheus, which is understandable given that he is the personification of dreams itself. Except this woman wasn't afraid of him, nor wary, she seemed almost relaxed around him, a feeling he hasn't seen in others near him for a long time.
Morpheus knew he was taking a risk in befriending a human, especially after what happened with Burgess, he was wary of her at first. Cold and unsure of her intentions until he allowed himself to try to be more...open with his assumptions.
Of course he still holds his usual stoic, near cold tone and stance, but that's just how he is, he doesn't mean for it to be rude rather that is just his natural behaviour.