Why should he be worried? He sure have tons of savings, will get a nice severance package and probably have other projects in mind. Is his employees who should be worried.
Either he has some kind of information, has prepared enough of a golden parachute that it won't negatively effect him personally, he's naive, he's short-sighted enough that he really doesn't think of shit to come or he's already got a strategy in place to start a new company up at the drop of a hat.
Yep. Even if he was concerned he wouldn't want to express that publicly, because his teams would all start jumping ship. Then he'd have an actual delivery problem on his hands and the chance of closure would be much higher.
That said, any studio owned by Microsoft should be worried. They demonstrated that even producing popular, highly-acclaimed games isn't enough for them, so there doesn't seem to be a way to keep them happy.
True though I like to think he's prepared, just because I like Obsidian and hope they can pull off a BI -> Ob again... even if it means my dreams of an Obsidian-made Fallout go out the window.
This reminds me of Intercept Games (Kerbal Space Program 2) recently when the creative director assured fans they were fully funded so they weren't worried about closing. Shortly after Take Two closes their studio and everyone gets layed off. Maybe You actually should all be worried. Although the CEOs obviously have plenty of money and their studio closing doesn't put them at risk, like it does the devs doing the real work.
To be fair, if it weren't for pillars of eternity obsidian wouldn't be around today. It's a well known fact they've been in the situation of facing a studio closure multiple times. Fergus is well accustomed to these closures from all the way back at black Isle studios and interplay. I would imagine Microsoft is a much more reliable safety net than interplay every was.