I think it definitely does seem like Mildmay's talking to someone more than Felix is, but it feels to me like he's just talking to himself. He's in what's basically an alien culture most of the time, and in general seems to be kind of an introvert, both of which would make his internal monologue much more self-conscious. If it's intentional (or if I'm not just completely imagining it), I'd say the difference in tone is a pretty effective technique for conveying Mildmay's level of social isolation as contrasted with Felix's.