He's not proud of his first reaction, mainly because it's a non-reaction. He's been in shock since the word slipped out of your mouth—unintentionally, he can tell by the look on your face—and he's quiet. Roy is unusually quiet. He's no stranger to being called 'Dad', but it's been a long time. He's not the man he was before he became a father, or the man he was before Lian died, and despite her death, he still thinks of himself as a father. He wants to ask if you meant it—but what if you didn't? He's your mentor, and you do need a lot of guidance in life. So he may just have inadvertently become a father figure to you.
But you said Dad. It's more than just a 'father figure'.
With a sigh, he turns to look at you. You have a look that he recognises as 'I'm in too deep, but I don't want to dig my massive hole any deeper', a look that he still wears occasionally. Another beat of silence lingers, broken by Roy's words. "Hey, kid. It's okay. I'm not mad, I promise." He tries to sound cool, as though the word hasn't just taken his breath away.