I'm not so sure that Connor would be more likely to do that than Buffy would. Connor and Angel, in their dealings with each other, are extremely conscious of Angel as a Vampire. One of the things about the way Buffy and Angel related to each other was that they while they're always aware ... there are times that he and she sort of forget that he's a vampire and they related like they're just people. Albeit people with biug Drama.

Soooo.... I think Connor and Angel would be asking and thinking more about Angel the Vampire and that's where they'd be more comfort. Buffy, I think, would have more active interest in his human life. (Halloween?)

Now Angel, in becoming a father to Connor is probably working more through his own issues as his father's son - but I think it would be much easier for him to discuss that out loud with her than with his son. That's just sort of my sense of how the guy is. Matter of opinion, but that's where it comes from.