Alex is probably being sarcastic. Just because Sonny chooses to take things at face value doesn't mean he doesn't recognize when someone's being sarcastic or snarky. It doesn't matter either way, though, because Alex has said something else to catch Sonny's interest.

A social experiment. That had been Sonny's best guess, thus far. At least, his best guess short of magic, which he's still refusing to believe in, despite everything. A social experiment, though, where they've been drugged and relocated to some remote location with very little means to survive. It's the only thing that makes sense to him.

"I had the same thought," he says, leaning forward and resting his arms on the table. "I mean, it's the only way this could happen, right?"