Mobius is a company guy. We know it from the entire first season and his defense of the TVA. While he knows it’s all been a sham created by He Who Remains, Mobius feels that his work as a TVA analyst is his real life, no matter what he left behind. Of course, if he really believed that, Brad giving him crap for not wanting to know about the life he lost wouldn’t have shaken him. When Mobius punches Brad for calling him a “nowhere man,” it’s apparent that he’s pushing something away. Part of it also might be that he’s still clinging to what he believed was real, including his friendship with Ravonna Renslayer (Gugu Mbatha-Raw) — given his obvious crush on her — though that’s clearly not all it is.
Mobius doesn’t know what he’s pushing away, but his love of jet skis managed to bleed through his memory wipe, even before he found out he’d had another existence. Something else is bleeding through as well, and whatever that is, he doesn’t want to know. His conversation with Loki in the Automat over key lime pie reveals a lot more.