Yeah, ROTS does not feature Palpatine reacting in any way to his change of appearance (or voice). As a subtler piece of the puzzle, his gradual descent into monster-face seen in AOTC was totally reversed for ROTS.
And though the movie doesn’t depict Palpatine calling Anakin, having him summon Anakin to the opera further implies that Palpatine is responsible for planting the nightmare and later profiting from the lie.
I think all these could have been done better were they decided upon during the actual production of the film, and so I feel good about LOE despite a few pieces of missing crystal clear exposition. Were it a different sort of movie without conditioning the audience to expect such exposition, I think these things would work better.
Thanks for indulging me, you guys.