[How to explain this succinctly? Martin takes another long moment to think about it, how best to phrase it so Jon doesn't seem like just a monster.]

Someone did something very bad to him, tricked him. Because of that, he has different things he needs now to stay alive. One of those things is stories. Stories from people who have encountered supernatural things. If you talk to him about them, it might give you really bad nightmares. And he has trouble not asking for them because of what was done to him. Writing it down works for him as an alternative, and it won't hurt you if you do it that way. If he asks about things, maybe suggest that, instead. It'll remind him he shouldn't be asking.