She clearly has him beat in the 'personal life' department. This is not something that he points out. He wouldn't say he's proud that he doesn't have a personal life, but he isn't shouting that his life sucks because he doesn't have one either. He just doesn't have much of a personal life. It's a thing.

"I'm not sure running away to an alternate dimension -" he cannot believe he just said that with a straight face, "- is the same as 'taking a break from work'." Though, really, pot-kettle-black much?