[And then the arrogant pose relaxes in an instant to have him ranting with wide spread hand motions and a grin from ear to ear spread wide on his face. He advances towards in a way he probably thinks is non threatening but given the situation? Who knows]

The one you're keeping from everyone else! You're an alien, right? You have to be - oh, or maybe you're a time traveler, so you didn't vanish from space, but it was instead from time! It has to be something like either of those, right?! People don't just vanish in mid-air without it being something interesting, because the world wouldn't just make something like that happen and have their be a mundane answer!