This scene is so heavy because as soon as Dream asked Destiny where to find Destruction, Destiny knew Dream was about to be set on a path that would lead to his death.
When he told Dream it was best not to ask, that was as cryptic of a warning that he could provide without actually telling him what would happen. As soon as Dream asked the second time, Destiny 1) knew Dream was going to die and 2) couldn’t stop Dream from fulfilling his destiny, down this new path. (It’s clear that had he abandoned the quest, no new path would have been created)
When he reiterates what Ishtar told Dream (that he needed an oracle), he was specifically placing Orpheus into Dream’s pathway, knowing Orpheus would ask Dream to kill him, spilling family blood and condemning him to Death. Destiny clearly didn’t know this at the family meeting but the initial argument between Desire and Dream may have been foreshadowing that Desire’s plan to make Dream spill family blood was …. destined.
