Odin sometimes visits Asgard, and many other places, even after his transcendence. In this case he's visiting his former wife and Queen, the Goddess Frigg, who is now pregnant with Ron Stoppable's child. He can feel that the child within her is very strong and healthy, even during this early stage of pregnancy.
Thankful that the Queen of Asgard is healthy, happy and with a being she ultimately loves, Odin departs yet again to traverse the lands beyond.