Haytham, obviously wanting to know more, continues to watch the boy and eventually notices Connor is wearing Ziio's necklace thingy - he concludes it his son but, for a while, refuses to believe it.
This would have been nice to acknowledge in the game
Yes, I agree. The novel is a pretty good read and it would make for some interesting DLC to provide more backstory to Haytham. --- "You only live twice: once when you are born and once when you look death in the face" - James Bond