... [He considers answering yes to the others' question, as 'moose' is a more obvious pun than mouse, but that would just mean he'd be admitting how the joke flew over his head even more.

So he'll drop that, for now, in place of a better line of conversation:]

...I don't feel like trying to kill you just to prove a point. And I don't wear a mask for the sake of wearing a costume.

I wear it to hide the cost of my 'immortality'.