It's a bit of a surprise. He's used to hearing those three voices in his head and having Tseng mention them too feels almost - relieving. Not that he hasn't enjoyed hearing Zack and Aerith - despite the circumstances - he just knows that his hold on sanity and control of himself was tenuous the last time and he doesn't want to lose himself again. It was a helpless, terrifying feeling that still makes him feel sick and clammy to his stomach even remembering it now. If Tseng is hearing the same voices though -

"Ami?" that's a surprise. For some reason he didn't equate her with the others. As if she was his own private voice. Apparently Tseng's heard her too?