Well, not all mysteries are big, solvable, or likely to be solved. Dragon made a similar comment that his people were relieved to see that he's human, but it's a lot easier to explain because we know for a fact that he was deliberately maintaining a very difficult exterior.
Mihawk drinks, laughs, kicks his feet up, and is very transparent. I'm sure he was incredibly serious when training Zoro, but Zoro is incredibly serious about training so it doesn't seem like him to make this comment just because of that.