I knew it. Probably, not the wife (for now), but he is a dangerous person.
When he responds to Anya, he responds with the cynicism of a scientist. Not that it's "good versus evil," but rather that they're part of a social construct—a common term used when talking about "evolutions of war."
I can't exactly say if he's good or bad. The way he reacts in the first chapter when he meets Anya, he feels some charisma for her. Now that he's recognized her, he's asking himself several questions. If the plot goes "humanistic," he'll probably wonder about her background and how she ended up with the Forgers. And I have no doubt he'll invite Loid to talk about it one day, which will likely be a prelude to the end of the story.
If it goes "extremist" or "paranoid," he'll wonder if the Forgers are spies and if Anya is also part of it. Then expect SSS, Yuri cursing Loid out of his wits, and probably a fight against Garden.
Or it could even be a mix of all of this: Sigmund becomes "paranoid" now that he finds out about Anya, his wife "calms him down", Sigmund and Loid talk (Sigmund probably has war traumas that's why he "forgets everything", so talking to Loid will make him feel relieved), the SSS discovers the relationships and Garden is activated (not before Yuri tries to kill Loid-chan in a mix of jealousy and anger).
Edit: I rewatched the final section and realized that Sigmund did indeed remember the experiment and is probably trying to recall Anya's story.
Either he starts a "past arc"—this time, and finally, Anya's —or he'll start an arc about Sigmund's relationship with the Westalis-Ostânia war—which would be interesting.
Now, only two weeks away.