Perhaps calling it a cage would be more accurate, as we are treated as animals to be experimented upon, regardless of what crimes we may or may not have committed. Put like that, prison seems far nicer.

[He unfolds his journal from between his hands.] It'll look something like this. It should have been near you upon your waking. If not... well, it'll be found eventually. Or I've been told that they have a distressing tendency to just turn up in a suitably creepy fashion.

[He makes the journal vanish again.] Thankfully, no. If warmth is what you seek, go north. [He points.] You will find it more to your liking.