If it was in the midst of the conversation around dissociation, he may have been checking ot see if he missed anything. If it was outside of that conversation, but on a difficult topic, he may have picked up on changes.
I have had T's ask me where I go, or where I am in the moment. Usually it's in response to me "looking like [I've] gone far away", slowing my speach, speaking very quietly, or no longer responding to T/delayed response/confusion when T asks something...