He is not bothered. Instead, he is very interested and glad that the Players fully encompass the immorality and repulsiveness of Claudius' actions. He purposefully designed the play to reveal them. He even shoves this in his face when asking Claudius' thoughts on the play and rejoices when Claudius can't take enough of it and leaves.
Explanation:
This scene should be somewhere in Act IV or V. There is also a movie that does a great job at capturing the concurrent emotional events.
