It still actually surprises me, how people react to serial killers when they make their confession. Killing people is what serial killers do, they tend to think of it like a job, or a private fantasy. They are the experts in their field, in their own minds at least. So why should it be surprising that they are cold or calm when discussing the murders?
Just because it’s shocking to you, doesn’t mean that it’s all that shocking to a person who’s more than a little messed up in the head. How can you expect someone who kills people for fun to feel remorse, or regret, or any emotion at all for what they did? If there is an emotion to be had on the subject by such people, certainly it would be one that would shock you far more than his calmness in describing the crimes.
Just as a point of interest, I’ve been studying serial killers on the side since I was a teenager. It started when I was assigned to write a short story about a historical event in my English class, and since I was into horror fiction at the time, I decided to write about Jack the Ripper. Since I wanted this story to be good, I researched Jack and that led me to research Charles Manson (I read Helter Skelter when I was a freshman in high school). My story turned out pretty good. I got an A on the assignment because it was thoroughly researched. So… don’t let it freak you out that I can see the world from that point of view. I’m actually a very nice person who has a hello kitty air freshener in her car, and wears lots of pink.