Answer:
The simple answer is also the most obvious one: he does not like his prison, as it is a prison. The less obvious answer is a little more tricky. He quickly rules out that he is not dead, but he fears in what condition he might be. He remembers all of the "vague rumors of the horrors of Toledo", and he starts to wonder if they were not rumors at all. Worrying that he would be left to die of starvation or worse