Speaking as someone who knows NONE of the backstory outside of the original trilogy and two-thirds of the second trilogy, I LOVED this episode. Action, atmosphere, new characters (for us SW pseudovirgins) and a new destination for Mando and ... Grogu. *rolls that around on the tongue* Grogu, Grogu, Grogu.... sure, why not?
So Ahsoka is the second person to tell Mando "you are as a father to him" -- IIRC, the Armourer was the first. He seems very reluctant to accept what's obvious to everyone else. Having lost his parents so violently and so young, I guess he's afraid to let anyone close.