It was a tame reaction.
Horus never spoke much about his past. He gave Atlas a rough overview, enough for him to understand his cause, but that was the extent of it.
He didn't speak about what he experienced in the world before he was able to escape into the Tower.
Horus did not experience anything like an easy life. When he experienced torture, he only wondered how anyone could possibly contend with his uncle's skills.
In his mind, it was more important to escape than to feel pain, so the pain he felt was marginalized and set to the side.
But that was only because he'd lived such a hard life.
He was wrong about Atlas being in the underworld because there was no way for him to predict the "damn treasure's" interference.
However, Artemia was indeed there with him. She was in a very similar place that was nowhere close whatsoever, trapped in the exact same position that he was held in.