Typically, he gave an articulate and polite reply to this query but it could be edited to a simple: "I love this sport."
The affection may just be dwindling after a season where the rebuffs have been callous and abrupt and deeply wounding to the greatest of tennis champions.
The shock of Federer's defeat by Tommy Robredo may be best gauged by the simple statement that it formed only the mildest of surprises. If Sergiy Stakhovsky can beat the great Swiss player at Wimbledon, then frankly anything can happen.
Federer's defeat in the fourth round of the US Open completed a season where, in grand slam tournaments, he has compiled a record that is woeful if only by the standards of the supreme player of his age, perhaps any age.
Federer, who has won 17 grand slams titles, has this year reached the semi-final in Melbourne (defeated by Andy Murray), quarter-final in Paris (defeated by Jo-Wilfried Tsonga), second round at Wimbledon (defeated by Stakhovsky) and has now suffered straight sets humiliation by Tommy Robredo at Flushing Meadows.
The names tell a story. It is no disgrace to be overcome by Murray or Tsonga but Federer's fallibility has been exposed by such as Daniel Brandts, Federico Delbonis and now Robredo.
He spoke painfully of having "self-destructed" against Robredo and the flaws that have been witnessed in his game on occasion over the past two years have now become glaring.
Federer converted two of 16 break points against the Spaniard and made 43 unforced errors, 20 on his favoured forehand side, as he lost in two hours and 24 minutes.
The 32-year-old once had the ability to close out games, sets and matches with an unrelenting hardness that complemented the ease of his movement. His relative frailty on the big points stretches back to 2010 at Flushing Meadows when Novak Djokovic saved two match points in their semi-final and knocked out Federer.
Federer, of course, came back to win another major, beating Murray at Wimbledon in 2011 but his inability to put away the big players has now been exacerbated by the rising unforced error count, particularly on his once sublime forehand.
There may be two reasons for this. First, an ageing Federer may just be off in timing, a theory given credence by his adoption of a larger racket for a spell. Second, Federer may be moving just slightly slower into position to make his shots because of a back injury that has never fully been resolved.
He now faces a time of reflection after being brusquely dismissed form a championship he has won five times. Typically, he promised to work hard to return to the sport with a rejuvenated game but the elixir that restores youth to champions has escaped the search of many a great performer.
He has a decision to make as he now looks at 2013 as a year of sickening disappointment. This is the first campaign since 2002 that he has failed to reach the final of a major.
Federer is sincere when he says he loves tennis. But he does not love losing. He may just be wondering why he continues to chase a yellow ball on grass, ash and hard court.