As Cordelia announces her pregnancy to the gang, Connor is taken by surprise (though he recovers pretty quickly). Cordelia was the one who initially asked him to keep it a secret, not to say anything to the others, and now, without consulting with him first, without even telling him first, she makes the announcement. The feeling I'd think of is betrayal. However, Connor doesn't seem to see it that way. He does, but as I said he recovers quickly. He's not too concerned about the fact that in the end, she made him appear a liar, on the contrary he's standing by her side and supporting her. Also, he seems to be offended by the others taking it lightly, he says they don't understand how scary it is to become a father and they joke about it because they don't like him. Another way to stress his feeling as an outsider in that group, another thing to point out the reason why he's drawn to Cordelia in his eyes, she doesn't make him feel estranged, with her, he's a *part* of something.
Later, Connor is sitting alone in the dark, in one of the hotel's uninhabited rooms, and kinda reminds me of Angel when he's expectedly brooding. Cordelia walks in and says she's been looking allover for him, that he shouldn't let the things the others said bother him like that. He insists he doesn't care about what they said and most of it *is* true he does, but also he really doesn't. We already know the reaction of the others didn't really take Connor by surprise, however there are other things that are much more significant to him. Most of all Cordelia herself. He doesn't want to talk about their baby, he doesn't want to talk about the others, he wants to talk about *her* - he want explanations she more than owes him by now.
Connor claims Cordelia doesn't make any sense to him, nor anything she does. He demands to know why she told him all those things about Angelus, he demands to know why she insisted on putting him against his father, why she drove him to kill his father. The Connor *after* is obviously not remotely the Connor *before* he almost drove a stake through his father's heart. We al know how much talking is easier than doing and now he learned that, too. When he finally got an all-around green light to kill Angel, he didn't only hesitate *then*, but *now* he regrets it more than probably anything he's ever done, even though he didn't succeed. He faced the act of killing his own father and following the act, all the inward consequences, regardless to his success, as I said before. He doesn't care if Angel is dead or not, on his part, the second he swung the stake, he did kill him. And now, he would more than like to know *why*.
Also, Connor makes a distinct difference here between Angel and Angelus. He notes than unlike what Cordelia said, Willow came to restore *Angel's* soul, and so she did, she didn't unleash hell on earth. He observes that Willow came here to bring his father back, and thanks to Cordelia, he almost killed him. He gets angry when she attempts to sooth him by saying that eventually everything worked out, that everything happens for a reason. He demands to know how she can say that about him almost killing his father.
She says that even him sinking Angel to the bottom of the ocean had a reason, by that reminding him another moment of which Connor is not too proud of, to say the least. She mentions him getting kicked out of the house, by that reminding him of something Angel wasn't fair to him about (though even Connor probably by now knows that he was). She says everything that happened led to their miracle. Connor's not taking any of her empty justifications, they're meaningless to his ears. He demands to know what was the reason for her sending him down to the basements (given the fact *that* was after the so-called miracle). He wants to know why he had a stake in his hand to kill his father.
She attributes that to her instincts to protect their child, she felt that killing Angelus was the right thing to do. Connor sarcastically observes that she was wrong. Cordelia sticks to her 'everything happens for a reason' lead excuse and says how much she trusts him now that he's proven himself to her like this. She mentions she might ask him to do some things for their baby before it arrives and before leaving, she says again, that everything will have its reason. Connor obviously didn't buy a word she told him, but he still replies, "I'll remember."
Cordelia: I've been looking allover for you. Connor? What they said, you can't let that bother you.
Connor: I don't care what they said.
Cordelia: Really? That's why you retreated to the fortress of solitude?
Connor: It doesn't make sense.
Cordelia: Freaking out over pregnancy's pretty much the M.O. with the gang around here.
Connor: Not them! You! All that stuff you said about Angelus, I mean, Willow, she-she didn't open a gate to evil, she put back Angel's soul. And I almost killed him.
Cordelia: But you didn't. Angel's back, everything worked out. Everything happens for a reason, even if it doesn't always seem that way.
Connor: How can you say that?!
Cordelia: Think about it. you sinking Angel to the bottom of the ocean, getting kicked out of the house, me not knowing who he was and coming to you for help? All of those moments and a million others led to this miracle.
Connor: But sending me down to the basement? I had a stake what was the reason for that?
Cordelia: I thought our baby was in danger. And all my instincts told me that killing Angelus was the only way to protect it.
Connor: But you were wrong.