They are absolutely capable of noticing differences, changing their behavior, learning, and maybe even having basic moods or emotions, but I do think what is going on with them is not quite as complicated as what causes behavior for you or I. We are sort of designed to explain things in terms that we understand, so its very normal to assume another animal (or even another person) thinks the way we do, but it is rarely the case. I imagine he simply has less reason to do things now that there are no mature females around. He will likely perk up if other adult females are around, or when the nymphs get bigger. He might even be more active if there was another male for him to have territorial disputes with, although they may also fight too much. Right now he is likely just chilling, waiting for something that actually requires behavior. I don't think he is depressed, but they are somewhat social species, so I think they probably do the best when they live in groups.