Vegeta manages to raise a brow as Yondu started on the 'needed to talk to you' part of all that, knowing how well that went with Bulma... but was surprised to hear what it lead to. "Really?" He was about to question why Yondu was telling him this, then realize that is what friends did. They actually talked to each other. Apparently.

It also maybe helps Vegeta has a variation of this himself with Trunks. "Is he different from the one in your world or is he like Trunks?" It was still Trunks after all, just raised in a very different world.