he means he's curious about melody research wise
if you remember, he had said that he noticed melody had some degree of affinity for magic and that certain things happened in loretta's dream reality that seemed to have been caused by possibly melody's magic like the yellow flowers that appeared scattered all over the place after they both woke up
in addition to that he could have also meant he's curious because it's clear her presence has had a powerfull yet positive effect in the family's previously tense dynamic
there's also the fact that she has knowledge of the future so she may have started to seem suspicious to jeremiah
Since when did Jeremia become curious to melody all I remember is at the party he started saying he want to experiment her. But when he's checking on Loretta, when the baby is in dream the two don't have that much interaction? Or I miss something